NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 4.512 4.424 -0.088 -2.0% 4.546
High 4.594 4.478 -0.116 -2.5% 4.691
Low 4.400 4.364 -0.036 -0.8% 4.364
Close 4.451 4.475 0.024 0.5% 4.475
Range 0.194 0.114 -0.080 -41.2% 0.327
ATR 0.139 0.137 -0.002 -1.3% 0.000
Volume 6,604 7,440 836 12.7% 35,690
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.781 4.742 4.538
R3 4.667 4.628 4.506
R2 4.553 4.553 4.496
R1 4.514 4.514 4.485 4.534
PP 4.439 4.439 4.439 4.449
S1 4.400 4.400 4.465 4.420
S2 4.325 4.325 4.454
S3 4.211 4.286 4.444
S4 4.097 4.172 4.412
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.491 5.310 4.655
R3 5.164 4.983 4.565
R2 4.837 4.837 4.535
R1 4.656 4.656 4.505 4.583
PP 4.510 4.510 4.510 4.474
S1 4.329 4.329 4.445 4.256
S2 4.183 4.183 4.415
S3 3.856 4.002 4.385
S4 3.529 3.675 4.295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.691 4.364 0.327 7.3% 0.138 3.1% 34% False True 7,138
10 4.691 4.172 0.519 11.6% 0.124 2.8% 58% False False 5,060
20 4.691 4.078 0.613 13.7% 0.129 2.9% 65% False False 5,054
40 4.691 3.980 0.711 15.9% 0.130 2.9% 70% False False 4,138
60 4.691 3.942 0.749 16.7% 0.123 2.7% 71% False False 3,313
80 4.691 3.942 0.749 16.7% 0.112 2.5% 71% False False 2,843
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.963
2.618 4.776
1.618 4.662
1.000 4.592
0.618 4.548
HIGH 4.478
0.618 4.434
0.500 4.421
0.382 4.408
LOW 4.364
0.618 4.294
1.000 4.250
1.618 4.180
2.618 4.066
4.250 3.880
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 4.457 4.486
PP 4.439 4.482
S1 4.421 4.479

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

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