NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 4.427 4.572 0.145 3.3% 4.546
High 4.572 4.613 0.041 0.9% 4.691
Low 4.412 4.522 0.110 2.5% 4.364
Close 4.557 4.609 0.052 1.1% 4.475
Range 0.160 0.091 -0.069 -43.1% 0.327
ATR 0.137 0.134 -0.003 -2.4% 0.000
Volume 8,688 7,957 -731 -8.4% 35,690
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.854 4.823 4.659
R3 4.763 4.732 4.634
R2 4.672 4.672 4.626
R1 4.641 4.641 4.617 4.657
PP 4.581 4.581 4.581 4.589
S1 4.550 4.550 4.601 4.566
S2 4.490 4.490 4.592
S3 4.399 4.459 4.584
S4 4.308 4.368 4.559
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 4.613 4.364 0.249 5.4% 0.135 2.9% 98% True False 7,907
10 4.691 4.317 0.374 8.1% 0.129 2.8% 78% False False 6,820
20 4.691 4.078 0.613 13.3% 0.126 2.7% 87% False False 5,537
40 4.691 4.033 0.658 14.3% 0.129 2.8% 88% False False 4,612
60 4.691 3.942 0.749 16.3% 0.125 2.7% 89% False False 3,654
80 4.691 3.942 0.749 16.3% 0.112 2.4% 89% False False 3,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 5.000
2.618 4.851
1.618 4.760
1.000 4.704
0.618 4.669
HIGH 4.613
0.618 4.578
0.500 4.568
0.382 4.557
LOW 4.522
0.618 4.466
1.000 4.431
1.618 4.375
2.618 4.284
4.250 4.135
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 4.595 4.573
PP 4.581 4.537
S1 4.568 4.501

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

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