NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 4.827 4.751 -0.076 -1.6% 4.821
High 4.828 4.873 0.045 0.9% 4.942
Low 4.750 4.686 -0.064 -1.3% 4.697
Close 4.777 4.844 0.067 1.4% 4.750
Range 0.078 0.187 0.109 139.7% 0.245
ATR 0.106 0.112 0.006 5.4% 0.000
Volume 17,007 12,709 -4,298 -25.3% 58,138
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.362 5.290 4.947
R3 5.175 5.103 4.895
R2 4.988 4.988 4.878
R1 4.916 4.916 4.861 4.952
PP 4.801 4.801 4.801 4.819
S1 4.729 4.729 4.827 4.765
S2 4.614 4.614 4.810
S3 4.427 4.542 4.793
S4 4.240 4.355 4.741
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.531 5.386 4.885
R3 5.286 5.141 4.817
R2 5.041 5.041 4.795
R1 4.896 4.896 4.772 4.846
PP 4.796 4.796 4.796 4.772
S1 4.651 4.651 4.728 4.601
S2 4.551 4.551 4.705
S3 4.306 4.406 4.683
S4 4.061 4.161 4.615
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.873 4.686 0.187 3.9% 0.101 2.1% 84% True True 12,044
10 4.961 4.686 0.275 5.7% 0.104 2.1% 57% False True 12,065
20 5.356 4.686 0.670 13.8% 0.110 2.3% 24% False True 13,500
40 5.356 4.686 0.670 13.8% 0.114 2.4% 24% False True 12,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.668
2.618 5.363
1.618 5.176
1.000 5.060
0.618 4.989
HIGH 4.873
0.618 4.802
0.500 4.780
0.382 4.757
LOW 4.686
0.618 4.570
1.000 4.499
1.618 4.383
2.618 4.196
4.250 3.891
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 4.823 4.823
PP 4.801 4.801
S1 4.780 4.780

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These figures are updated between 7pm and 10pm EST after a trading day.

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