NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 4.433 4.380 -0.053 -1.2% 4.510
High 4.460 4.530 0.070 1.6% 4.654
Low 4.342 4.360 0.018 0.4% 4.321
Close 4.419 4.508 0.089 2.0% 4.430
Range 0.118 0.170 0.052 44.1% 0.333
ATR 0.141 0.143 0.002 1.5% 0.000
Volume 25,952 23,657 -2,295 -8.8% 86,009
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.976 4.912 4.602
R3 4.806 4.742 4.555
R2 4.636 4.636 4.539
R1 4.572 4.572 4.524 4.604
PP 4.466 4.466 4.466 4.482
S1 4.402 4.402 4.492 4.434
S2 4.296 4.296 4.477
S3 4.126 4.232 4.461
S4 3.956 4.062 4.415
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 4.569 4.321 0.248 5.5% 0.152 3.4% 75% False False 22,960
10 4.654 4.239 0.415 9.2% 0.134 3.0% 65% False False 15,441
20 4.654 4.020 0.634 14.1% 0.134 3.0% 77% False False 11,314
40 4.654 3.919 0.735 16.3% 0.135 3.0% 80% False False 9,441
60 4.654 3.882 0.772 17.1% 0.129 2.9% 81% False False 7,673
80 4.654 3.882 0.772 17.1% 0.115 2.6% 81% False False 6,418
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 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.253
2.618 4.975
1.618 4.805
1.000 4.700
0.618 4.635
HIGH 4.530
0.618 4.465
0.500 4.445
0.382 4.425
LOW 4.360
0.618 4.255
1.000 4.190
1.618 4.085
2.618 3.915
4.250 3.638
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 4.487 4.481
PP 4.466 4.453
S1 4.445 4.426

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

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