NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 4.523 4.460 -0.063 -1.4% 4.433
High 4.532 4.532 0.000 0.0% 4.566
Low 4.425 4.424 -0.001 0.0% 4.342
Close 4.463 4.525 0.062 1.4% 4.525
Range 0.107 0.108 0.001 0.9% 0.224
ATR 0.139 0.137 -0.002 -1.6% 0.000
Volume 33,115 28,014 -5,101 -15.4% 132,914
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.818 4.779 4.584
R3 4.710 4.671 4.555
R2 4.602 4.602 4.545
R1 4.563 4.563 4.535 4.583
PP 4.494 4.494 4.494 4.503
S1 4.455 4.455 4.515 4.475
S2 4.386 4.386 4.505
S3 4.278 4.347 4.495
S4 4.170 4.239 4.466
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.150 5.061 4.648
R3 4.926 4.837 4.587
R2 4.702 4.702 4.566
R1 4.613 4.613 4.546 4.658
PP 4.478 4.478 4.478 4.500
S1 4.389 4.389 4.504 4.434
S2 4.254 4.254 4.484
S3 4.030 4.165 4.463
S4 3.806 3.941 4.402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.566 4.342 0.224 5.0% 0.119 2.6% 82% False False 26,582
10 4.654 4.321 0.333 7.4% 0.131 2.9% 61% False False 21,892
20 4.654 4.020 0.634 14.0% 0.133 2.9% 80% False False 14,088
40 4.654 4.020 0.634 14.0% 0.132 2.9% 80% False False 11,171
60 4.654 3.882 0.772 17.1% 0.132 2.9% 83% False False 8,926
80 4.654 3.882 0.772 17.1% 0.116 2.6% 83% False False 7,351
100 4.654 3.882 0.772 17.1% 0.110 2.4% 83% False False 6,340
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.991
2.618 4.815
1.618 4.707
1.000 4.640
0.618 4.599
HIGH 4.532
0.618 4.491
0.500 4.478
0.382 4.465
LOW 4.424
0.618 4.357
1.000 4.316
1.618 4.249
2.618 4.141
4.250 3.965
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 4.509 4.515
PP 4.494 4.505
S1 4.478 4.495

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

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