NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 4.449 4.363 -0.086 -1.9% 4.510
High 4.565 4.437 -0.128 -2.8% 4.654
Low 4.359 4.321 -0.038 -0.9% 4.321
Close 4.410 4.430 0.020 0.5% 4.430
Range 0.206 0.116 -0.090 -43.7% 0.333
ATR 0.145 0.143 -0.002 -1.4% 0.000
Volume 19,558 20,028 470 2.4% 86,009
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.744 4.703 4.494
R3 4.628 4.587 4.462
R2 4.512 4.512 4.451
R1 4.471 4.471 4.441 4.492
PP 4.396 4.396 4.396 4.406
S1 4.355 4.355 4.419 4.376
S2 4.280 4.280 4.409
S3 4.164 4.239 4.398
S4 4.048 4.123 4.366
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.467 5.282 4.613
R3 5.134 4.949 4.522
R2 4.801 4.801 4.491
R1 4.616 4.616 4.461 4.542
PP 4.468 4.468 4.468 4.432
S1 4.283 4.283 4.399 4.209
S2 4.135 4.135 4.369
S3 3.802 3.950 4.338
S4 3.469 3.617 4.247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.654 4.321 0.333 7.5% 0.143 3.2% 33% False True 17,201
10 4.654 4.110 0.544 12.3% 0.132 3.0% 59% False False 11,289
20 4.654 4.020 0.634 14.3% 0.134 3.0% 65% False False 9,906
40 4.654 3.919 0.735 16.6% 0.135 3.0% 70% False False 8,559
60 4.654 3.882 0.772 17.4% 0.127 2.9% 71% False False 6,968
80 4.654 3.882 0.772 17.4% 0.115 2.6% 71% False False 5,845
Crabel Price Patterns
NR True
NR4 True
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.930
2.618 4.741
1.618 4.625
1.000 4.553
0.618 4.509
HIGH 4.437
0.618 4.393
0.500 4.379
0.382 4.365
LOW 4.321
0.618 4.249
1.000 4.205
1.618 4.133
2.618 4.017
4.250 3.828
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 4.413 4.445
PP 4.396 4.440
S1 4.379 4.435

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

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