NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 4.570 4.507 -0.063 -1.4% 4.433
High 4.570 4.611 0.041 0.9% 4.566
Low 4.447 4.507 0.060 1.3% 4.342
Close 4.492 4.604 0.112 2.5% 4.525
Range 0.123 0.104 -0.019 -15.4% 0.224
ATR 0.136 0.135 -0.001 -0.9% 0.000
Volume 11,683 15,543 3,860 33.0% 132,914
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.886 4.849 4.661
R3 4.782 4.745 4.633
R2 4.678 4.678 4.623
R1 4.641 4.641 4.614 4.660
PP 4.574 4.574 4.574 4.583
S1 4.537 4.537 4.594 4.556
S2 4.470 4.470 4.585
S3 4.366 4.433 4.575
S4 4.262 4.329 4.547
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 4.611 4.424 0.187 4.1% 0.107 2.3% 96% True False 22,106
10 4.611 4.321 0.290 6.3% 0.130 2.8% 98% True False 22,533
20 4.654 4.066 0.588 12.8% 0.125 2.7% 91% False False 14,655
40 4.654 4.020 0.634 13.8% 0.130 2.8% 92% False False 11,597
60 4.654 3.882 0.772 16.8% 0.132 2.9% 94% False False 9,317
80 4.654 3.882 0.772 16.8% 0.117 2.5% 94% False False 7,653
100 4.654 3.882 0.772 16.8% 0.111 2.4% 94% False False 6,558
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 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.053
2.618 4.883
1.618 4.779
1.000 4.715
0.618 4.675
HIGH 4.611
0.618 4.571
0.500 4.559
0.382 4.547
LOW 4.507
0.618 4.443
1.000 4.403
1.618 4.339
2.618 4.235
4.250 4.065
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 4.589 4.575
PP 4.574 4.546
S1 4.559 4.518

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

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