NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 4.670 4.658 -0.012 -0.3% 4.772
High 4.707 4.690 -0.017 -0.4% 4.873
Low 4.639 4.633 -0.006 -0.1% 4.639
Close 4.689 4.684 -0.005 -0.1% 4.689
Range 0.068 0.057 -0.011 -16.2% 0.234
ATR
Volume 4,807 2,981 -1,826 -38.0% 19,223
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.840 4.819 4.715
R3 4.783 4.762 4.700
R2 4.726 4.726 4.694
R1 4.705 4.705 4.689 4.716
PP 4.669 4.669 4.669 4.674
S1 4.648 4.648 4.679 4.659
S2 4.612 4.612 4.674
S3 4.555 4.591 4.668
S4 4.498 4.534 4.653
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.436 5.296 4.818
R3 5.202 5.062 4.753
R2 4.968 4.968 4.732
R1 4.828 4.828 4.710 4.781
PP 4.734 4.734 4.734 4.710
S1 4.594 4.594 4.668 4.547
S2 4.500 4.500 4.646
S3 4.266 4.360 4.625
S4 4.032 4.126 4.560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.873 4.633 0.240 5.1% 0.092 2.0% 21% False True 3,681
10 5.055 4.633 0.422 9.0% 0.092 2.0% 12% False True 4,282
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.932
2.618 4.839
1.618 4.782
1.000 4.747
0.618 4.725
HIGH 4.690
0.618 4.668
0.500 4.662
0.382 4.655
LOW 4.633
0.618 4.598
1.000 4.576
1.618 4.541
2.618 4.484
4.250 4.391
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4.677 4.713
PP 4.669 4.703
S1 4.662 4.694

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

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