NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 4.363 4.433 0.070 1.6% 4.510
High 4.437 4.460 0.023 0.5% 4.654
Low 4.321 4.342 0.021 0.5% 4.321
Close 4.430 4.419 -0.011 -0.2% 4.430
Range 0.116 0.118 0.002 1.7% 0.333
ATR 0.143 0.141 -0.002 -1.2% 0.000
Volume 20,028 25,952 5,924 29.6% 86,009
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.761 4.708 4.484
R3 4.643 4.590 4.451
R2 4.525 4.525 4.441
R1 4.472 4.472 4.430 4.440
PP 4.407 4.407 4.407 4.391
S1 4.354 4.354 4.408 4.322
S2 4.289 4.289 4.397
S3 4.171 4.236 4.387
S4 4.053 4.118 4.354
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% 0.145 3.3% 29% False False 21,307
10 4.654 4.175 0.479 10.8% 0.133 3.0% 51% False False 13,393
20 4.654 4.020 0.634 14.3% 0.135 3.1% 63% False False 10,613
40 4.654 3.919 0.735 16.6% 0.134 3.0% 68% False False 9,019
60 4.654 3.882 0.772 17.5% 0.127 2.9% 70% False False 7,330
80 4.654 3.882 0.772 17.5% 0.114 2.6% 70% False False 6,155
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.962
2.618 4.769
1.618 4.651
1.000 4.578
0.618 4.533
HIGH 4.460
0.618 4.415
0.500 4.401
0.382 4.387
LOW 4.342
0.618 4.269
1.000 4.224
1.618 4.151
2.618 4.033
4.250 3.841
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 4.413 4.443
PP 4.407 4.435
S1 4.401 4.427

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

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