NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 4.658 4.690 0.032 0.7% 4.772
High 4.690 4.773 0.083 1.8% 4.873
Low 4.633 4.665 0.032 0.7% 4.639
Close 4.684 4.760 0.076 1.6% 4.689
Range 0.057 0.108 0.051 89.5% 0.234
ATR
Volume 2,981 1,884 -1,097 -36.8% 19,223
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.057 5.016 4.819
R3 4.949 4.908 4.790
R2 4.841 4.841 4.780
R1 4.800 4.800 4.770 4.821
PP 4.733 4.733 4.733 4.743
S1 4.692 4.692 4.750 4.713
S2 4.625 4.625 4.740
S3 4.517 4.584 4.730
S4 4.409 4.476 4.701
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 5.0% 0.097 2.0% 53% False False 3,264
10 5.015 4.633 0.382 8.0% 0.095 2.0% 33% False False 4,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.232
2.618 5.056
1.618 4.948
1.000 4.881
0.618 4.840
HIGH 4.773
0.618 4.732
0.500 4.719
0.382 4.706
LOW 4.665
0.618 4.598
1.000 4.557
1.618 4.490
2.618 4.382
4.250 4.206
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4.746 4.741
PP 4.733 4.722
S1 4.719 4.703

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

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