NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 4.490 4.427 -0.063 -1.4% 4.546
High 4.505 4.572 0.067 1.5% 4.691
Low 4.389 4.412 0.023 0.5% 4.364
Close 4.468 4.557 0.089 2.0% 4.475
Range 0.116 0.160 0.044 37.9% 0.327
ATR 0.135 0.137 0.002 1.3% 0.000
Volume 8,848 8,688 -160 -1.8% 35,690
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.994 4.935 4.645
R3 4.834 4.775 4.601
R2 4.674 4.674 4.586
R1 4.615 4.615 4.572 4.645
PP 4.514 4.514 4.514 4.528
S1 4.455 4.455 4.542 4.485
S2 4.354 4.354 4.528
S3 4.194 4.295 4.513
S4 4.034 4.135 4.469
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 4.608 4.364 0.244 5.4% 0.145 3.2% 79% False False 8,687
10 4.691 4.296 0.395 8.7% 0.129 2.8% 66% False False 6,325
20 4.691 4.078 0.613 13.5% 0.129 2.8% 78% False False 5,427
40 4.691 3.980 0.711 15.6% 0.130 2.9% 81% False False 4,471
60 4.691 3.942 0.749 16.4% 0.125 2.7% 82% False False 3,549
80 4.691 3.942 0.749 16.4% 0.112 2.5% 82% False False 3,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.252
2.618 4.991
1.618 4.831
1.000 4.732
0.618 4.671
HIGH 4.572
0.618 4.511
0.500 4.492
0.382 4.473
LOW 4.412
0.618 4.313
1.000 4.252
1.618 4.153
2.618 3.993
4.250 3.732
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 4.535 4.527
PP 4.514 4.498
S1 4.492 4.468

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

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