NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 4.510 4.602 0.092 2.0% 4.124
High 4.620 4.654 0.034 0.7% 4.462
Low 4.510 4.520 0.010 0.2% 4.110
Close 4.604 4.618 0.014 0.3% 4.434
Range 0.110 0.134 0.024 21.8% 0.352
ATR 0.136 0.136 0.000 -0.1% 0.000
Volume 5,424 15,393 9,969 183.8% 26,890
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.999 4.943 4.692
R3 4.865 4.809 4.655
R2 4.731 4.731 4.643
R1 4.675 4.675 4.630 4.703
PP 4.597 4.597 4.597 4.612
S1 4.541 4.541 4.606 4.569
S2 4.463 4.463 4.593
S3 4.329 4.407 4.581
S4 4.195 4.273 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 4.654 4.239 0.415 9.0% 0.116 2.5% 91% True False 7,922
10 4.654 4.066 0.588 12.7% 0.121 2.6% 94% True False 6,778
20 4.654 4.020 0.634 13.7% 0.135 2.9% 94% True False 8,633
40 4.654 3.919 0.735 15.9% 0.133 2.9% 95% True False 7,482
60 4.654 3.882 0.772 16.7% 0.122 2.6% 95% True False 6,008
80 4.654 3.882 0.772 16.7% 0.112 2.4% 95% True False 5,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.224
2.618 5.005
1.618 4.871
1.000 4.788
0.618 4.737
HIGH 4.654
0.618 4.603
0.500 4.587
0.382 4.571
LOW 4.520
0.618 4.437
1.000 4.386
1.618 4.303
2.618 4.169
4.250 3.951
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 4.608 4.579
PP 4.597 4.540
S1 4.587 4.501

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

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