NYMEX Natural Gas Future May 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 4.348 4.510 0.162 3.7% 4.124
High 4.462 4.620 0.158 3.5% 4.462
Low 4.348 4.510 0.162 3.7% 4.110
Close 4.434 4.604 0.170 3.8% 4.434
Range 0.114 0.110 -0.004 -3.5% 0.352
ATR 0.132 0.136 0.004 2.9% 0.000
Volume 6,455 5,424 -1,031 -16.0% 26,890
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.908 4.866 4.665
R3 4.798 4.756 4.634
R2 4.688 4.688 4.624
R1 4.646 4.646 4.614 4.667
PP 4.578 4.578 4.578 4.589
S1 4.536 4.536 4.594 4.557
S2 4.468 4.468 4.584
S3 4.358 4.426 4.574
S4 4.248 4.316 4.544
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.391 5.265 4.628
R3 5.039 4.913 4.531
R2 4.687 4.687 4.499
R1 4.561 4.561 4.466 4.624
PP 4.335 4.335 4.335 4.367
S1 4.209 4.209 4.402 4.272
S2 3.983 3.983 4.369
S3 3.631 3.857 4.337
S4 3.279 3.505 4.240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.620 4.175 0.445 9.7% 0.121 2.6% 96% True False 5,479
10 4.620 4.066 0.554 12.0% 0.130 2.8% 97% True False 6,021
20 4.620 4.020 0.600 13.0% 0.133 2.9% 97% True False 8,171
40 4.620 3.919 0.701 15.2% 0.131 2.9% 98% True False 7,214
60 4.620 3.882 0.738 16.0% 0.121 2.6% 98% True False 5,808
80 4.620 3.882 0.738 16.0% 0.111 2.4% 98% True False 4,918
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.088
2.618 4.908
1.618 4.798
1.000 4.730
0.618 4.688
HIGH 4.620
0.618 4.578
0.500 4.565
0.382 4.552
LOW 4.510
0.618 4.442
1.000 4.400
1.618 4.332
2.618 4.222
4.250 4.043
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 4.591 4.551
PP 4.578 4.498
S1 4.565 4.445

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

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