NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 4.351 4.356 0.005 0.1% 4.800
High 4.380 4.470 0.090 2.1% 4.800
Low 4.272 4.305 0.033 0.8% 4.272
Close 4.340 4.431 0.091 2.1% 4.340
Range 0.108 0.165 0.057 52.8% 0.528
ATR 0.149 0.150 0.001 0.8% 0.000
Volume 40,069 28,665 -11,404 -28.5% 202,735
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.897 4.829 4.522
R3 4.732 4.664 4.476
R2 4.567 4.567 4.461
R1 4.499 4.499 4.446 4.533
PP 4.402 4.402 4.402 4.419
S1 4.334 4.334 4.416 4.368
S2 4.237 4.237 4.401
S3 4.072 4.169 4.386
S4 3.907 4.004 4.340
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.055 5.725 4.630
R3 5.527 5.197 4.485
R2 4.999 4.999 4.437
R1 4.669 4.669 4.388 4.570
PP 4.471 4.471 4.471 4.421
S1 4.141 4.141 4.292 4.042
S2 3.943 3.943 4.243
S3 3.415 3.613 4.195
S4 2.887 3.085 4.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.631 4.272 0.359 8.1% 0.156 3.5% 44% False False 36,137
10 4.800 4.272 0.528 11.9% 0.154 3.5% 30% False False 37,977
20 4.800 4.272 0.528 11.9% 0.146 3.3% 30% False False 38,660
40 4.800 3.980 0.820 18.5% 0.146 3.3% 55% False False 30,855
60 4.800 3.879 0.921 20.8% 0.145 3.3% 60% False False 26,485
80 4.800 3.848 0.952 21.5% 0.136 3.1% 61% False False 22,885
100 4.800 3.848 0.952 21.5% 0.127 2.9% 61% False False 19,821
120 4.800 3.848 0.952 21.5% 0.120 2.7% 61% False False 17,462
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.171
2.618 4.902
1.618 4.737
1.000 4.635
0.618 4.572
HIGH 4.470
0.618 4.407
0.500 4.388
0.382 4.368
LOW 4.305
0.618 4.203
1.000 4.140
1.618 4.038
2.618 3.873
4.250 3.604
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 4.417 4.417
PP 4.402 4.403
S1 4.388 4.389

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

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