NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 4.544 4.449 -0.095 -2.1% 4.124
High 4.569 4.565 -0.004 -0.1% 4.462
Low 4.418 4.359 -0.059 -1.3% 4.110
Close 4.440 4.410 -0.030 -0.7% 4.434
Range 0.151 0.206 0.055 36.4% 0.352
ATR 0.140 0.145 0.005 3.3% 0.000
Volume 25,606 19,558 -6,048 -23.6% 26,890
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.063 4.942 4.523
R3 4.857 4.736 4.467
R2 4.651 4.651 4.448
R1 4.530 4.530 4.429 4.488
PP 4.445 4.445 4.445 4.423
S1 4.324 4.324 4.391 4.282
S2 4.239 4.239 4.372
S3 4.033 4.118 4.353
S4 3.827 3.912 4.297
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 4.348 0.306 6.9% 0.143 3.2% 20% False False 14,487
10 4.654 4.110 0.544 12.3% 0.127 2.9% 55% False False 10,026
20 4.654 4.020 0.634 14.4% 0.137 3.1% 62% False False 9,678
40 4.654 3.919 0.735 16.7% 0.136 3.1% 67% False False 8,253
60 4.654 3.882 0.772 17.5% 0.126 2.9% 68% False False 6,679
80 4.654 3.882 0.772 17.5% 0.114 2.6% 68% False False 5,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.441
2.618 5.104
1.618 4.898
1.000 4.771
0.618 4.692
HIGH 4.565
0.618 4.486
0.500 4.462
0.382 4.438
LOW 4.359
0.618 4.232
1.000 4.153
1.618 4.026
2.618 3.820
4.250 3.484
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 4.462 4.507
PP 4.445 4.474
S1 4.427 4.442

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

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