NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 4.460 4.570 0.110 2.5% 4.433
High 4.532 4.570 0.038 0.8% 4.566
Low 4.424 4.447 0.023 0.5% 4.342
Close 4.525 4.492 -0.033 -0.7% 4.525
Range 0.108 0.123 0.015 13.9% 0.224
ATR 0.137 0.136 -0.001 -0.7% 0.000
Volume 28,014 11,683 -16,331 -58.3% 132,914
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.872 4.805 4.560
R3 4.749 4.682 4.526
R2 4.626 4.626 4.515
R1 4.559 4.559 4.503 4.531
PP 4.503 4.503 4.503 4.489
S1 4.436 4.436 4.481 4.408
S2 4.380 4.380 4.469
S3 4.257 4.313 4.458
S4 4.134 4.190 4.424
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 4.570 4.360 0.210 4.7% 0.120 2.7% 63% True False 23,729
10 4.654 4.321 0.333 7.4% 0.133 3.0% 51% False False 22,518
20 4.654 4.066 0.588 13.1% 0.131 2.9% 72% False False 14,269
40 4.654 4.020 0.634 14.1% 0.131 2.9% 74% False False 11,300
60 4.654 3.882 0.772 17.2% 0.132 2.9% 79% False False 9,103
80 4.654 3.882 0.772 17.2% 0.116 2.6% 79% False False 7,476
100 4.654 3.882 0.772 17.2% 0.111 2.5% 79% False False 6,443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.093
2.618 4.892
1.618 4.769
1.000 4.693
0.618 4.646
HIGH 4.570
0.618 4.523
0.500 4.509
0.382 4.494
LOW 4.447
0.618 4.371
1.000 4.324
1.618 4.248
2.618 4.125
4.250 3.924
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 4.509 4.497
PP 4.503 4.495
S1 4.498 4.494

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

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