NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 4.300 4.476 0.176 4.1% 4.100
High 4.433 4.598 0.165 3.7% 4.433
Low 4.300 4.476 0.176 4.1% 4.070
Close 4.401 4.574 0.173 3.9% 4.401
Range 0.133 0.122 -0.011 -8.3% 0.363
ATR 0.143 0.147 0.004 2.7% 0.000
Volume 16,009 17,947 1,938 12.1% 65,320
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.915 4.867 4.641
R3 4.793 4.745 4.608
R2 4.671 4.671 4.596
R1 4.623 4.623 4.585 4.647
PP 4.549 4.549 4.549 4.562
S1 4.501 4.501 4.563 4.525
S2 4.427 4.427 4.552
S3 4.305 4.379 4.540
S4 4.183 4.257 4.507
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.390 5.259 4.601
R3 5.027 4.896 4.501
R2 4.664 4.664 4.468
R1 4.533 4.533 4.434 4.599
PP 4.301 4.301 4.301 4.334
S1 4.170 4.170 4.368 4.236
S2 3.938 3.938 4.334
S3 3.575 3.807 4.301
S4 3.212 3.444 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.598 4.132 0.466 10.2% 0.131 2.9% 95% True False 14,107
10 4.598 4.029 0.569 12.4% 0.142 3.1% 96% True False 16,101
20 4.598 3.980 0.618 13.5% 0.148 3.2% 96% True False 22,494
40 4.598 3.879 0.719 15.7% 0.144 3.1% 97% True False 20,618
60 4.598 3.848 0.750 16.4% 0.133 2.9% 97% True False 17,743
80 4.598 3.848 0.750 16.4% 0.123 2.7% 97% True False 15,275
100 4.791 3.848 0.943 20.6% 0.115 2.5% 77% False False 13,367
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.117
2.618 4.917
1.618 4.795
1.000 4.720
0.618 4.673
HIGH 4.598
0.618 4.551
0.500 4.537
0.382 4.523
LOW 4.476
0.618 4.401
1.000 4.354
1.618 4.279
2.618 4.157
4.250 3.958
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 4.562 4.522
PP 4.549 4.470
S1 4.537 4.418

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

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