NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 4.376 4.546 0.170 3.9% 4.202
High 4.497 4.655 0.158 3.5% 4.497
Low 4.376 4.546 0.170 3.9% 4.172
Close 4.475 4.639 0.164 3.7% 4.475
Range 0.121 0.109 -0.012 -9.9% 0.325
ATR 0.126 0.130 0.004 3.1% 0.000
Volume 3,716 2,649 -1,067 -28.7% 14,911
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.940 4.899 4.699
R3 4.831 4.790 4.669
R2 4.722 4.722 4.659
R1 4.681 4.681 4.649 4.702
PP 4.613 4.613 4.613 4.624
S1 4.572 4.572 4.629 4.593
S2 4.504 4.504 4.619
S3 4.395 4.463 4.609
S4 4.286 4.354 4.579
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.241 4.654
R3 5.031 4.916 4.564
R2 4.706 4.706 4.535
R1 4.591 4.591 4.505 4.649
PP 4.381 4.381 4.381 4.410
S1 4.266 4.266 4.445 4.324
S2 4.056 4.056 4.415
S3 3.731 3.941 4.386
S4 3.406 3.616 4.296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.655 4.223 0.432 9.3% 0.116 2.5% 96% True False 2,953
10 4.655 4.126 0.529 11.4% 0.122 2.6% 97% True False 3,751
20 4.655 4.078 0.577 12.4% 0.128 2.8% 97% True False 4,478
40 4.655 3.980 0.675 14.6% 0.127 2.7% 98% True False 3,534
60 4.655 3.942 0.713 15.4% 0.117 2.5% 98% True False 2,883
Crabel Price Patterns
NR True
NR4 False
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.118
2.618 4.940
1.618 4.831
1.000 4.764
0.618 4.722
HIGH 4.655
0.618 4.613
0.500 4.601
0.382 4.588
LOW 4.546
0.618 4.479
1.000 4.437
1.618 4.370
2.618 4.261
4.250 4.083
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 4.626 4.588
PP 4.613 4.537
S1 4.601 4.486

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

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