NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 4.595 4.512 -0.083 -1.8% 4.202
High 4.608 4.594 -0.014 -0.3% 4.497
Low 4.466 4.400 -0.066 -1.5% 4.172
Close 4.480 4.451 -0.029 -0.6% 4.475
Range 0.142 0.194 0.052 36.6% 0.325
ATR 0.134 0.139 0.004 3.2% 0.000
Volume 11,856 6,604 -5,252 -44.3% 14,911
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.064 4.951 4.558
R3 4.870 4.757 4.504
R2 4.676 4.676 4.487
R1 4.563 4.563 4.469 4.523
PP 4.482 4.482 4.482 4.461
S1 4.369 4.369 4.433 4.329
S2 4.288 4.288 4.415
S3 4.094 4.175 4.398
S4 3.900 3.981 4.344
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 4.376 0.315 7.1% 0.139 3.1% 24% False False 6,393
10 4.691 4.172 0.519 11.7% 0.120 2.7% 54% False False 4,763
20 4.691 4.078 0.613 13.8% 0.132 3.0% 61% False False 5,068
40 4.691 3.980 0.711 16.0% 0.131 2.9% 66% False False 3,991
60 4.691 3.942 0.749 16.8% 0.122 2.7% 68% False False 3,222
80 4.691 3.942 0.749 16.8% 0.112 2.5% 68% False False 2,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.419
2.618 5.102
1.618 4.908
1.000 4.788
0.618 4.714
HIGH 4.594
0.618 4.520
0.500 4.497
0.382 4.474
LOW 4.400
0.618 4.280
1.000 4.206
1.618 4.086
2.618 3.892
4.250 3.576
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 4.497 4.546
PP 4.482 4.514
S1 4.466 4.483

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

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