NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 4.628 4.595 -0.033 -0.7% 4.202
High 4.691 4.608 -0.083 -1.8% 4.497
Low 4.560 4.466 -0.094 -2.1% 4.172
Close 4.657 4.480 -0.177 -3.8% 4.475
Range 0.131 0.142 0.011 8.4% 0.325
ATR 0.130 0.134 0.004 3.4% 0.000
Volume 7,141 11,856 4,715 66.0% 14,911
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.944 4.854 4.558
R3 4.802 4.712 4.519
R2 4.660 4.660 4.506
R1 4.570 4.570 4.493 4.544
PP 4.518 4.518 4.518 4.505
S1 4.428 4.428 4.467 4.402
S2 4.376 4.376 4.454
S3 4.234 4.286 4.441
S4 4.092 4.144 4.402
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 4.691 4.317 0.374 8.3% 0.123 2.7% 44% False False 5,734
10 4.691 4.126 0.565 12.6% 0.116 2.6% 63% False False 4,575
20 4.691 4.078 0.613 13.7% 0.131 2.9% 66% False False 4,973
40 4.691 3.980 0.711 15.9% 0.129 2.9% 70% False False 3,880
60 4.691 3.942 0.749 16.7% 0.120 2.7% 72% False False 3,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.212
2.618 4.980
1.618 4.838
1.000 4.750
0.618 4.696
HIGH 4.608
0.618 4.554
0.500 4.537
0.382 4.520
LOW 4.466
0.618 4.378
1.000 4.324
1.618 4.236
2.618 4.094
4.250 3.863
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 4.537 4.579
PP 4.518 4.546
S1 4.499 4.513

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

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