NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 4.740 4.785 0.045 0.9% 4.658
High 4.820 4.793 -0.027 -0.6% 4.820
Low 4.630 4.732 0.102 2.2% 4.630
Close 4.790 4.750 -0.040 -0.8% 4.750
Range 0.190 0.061 -0.129 -67.9% 0.190
ATR 0.104 0.101 -0.003 -3.0% 0.000
Volume 4,298 8,275 3,977 92.5% 24,094
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.941 4.907 4.784
R3 4.880 4.846 4.767
R2 4.819 4.819 4.761
R1 4.785 4.785 4.756 4.772
PP 4.758 4.758 4.758 4.752
S1 4.724 4.724 4.744 4.711
S2 4.697 4.697 4.739
S3 4.636 4.663 4.733
S4 4.575 4.602 4.716
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.303 5.217 4.855
R3 5.113 5.027 4.802
R2 4.923 4.923 4.785
R1 4.837 4.837 4.767 4.880
PP 4.733 4.733 4.733 4.755
S1 4.647 4.647 4.733 4.690
S2 4.543 4.543 4.715
S3 4.353 4.457 4.698
S4 4.163 4.267 4.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.820 4.630 0.190 4.0% 0.098 2.1% 63% False False 4,818
10 4.873 4.630 0.243 5.1% 0.097 2.0% 49% False False 4,331
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.052
2.618 4.953
1.618 4.892
1.000 4.854
0.618 4.831
HIGH 4.793
0.618 4.770
0.500 4.763
0.382 4.755
LOW 4.732
0.618 4.694
1.000 4.671
1.618 4.633
2.618 4.572
4.250 4.473
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 4.763 4.742
PP 4.758 4.733
S1 4.754 4.725

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

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