NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 4.572 4.578 0.006 0.1% 4.546
High 4.613 4.580 -0.033 -0.7% 4.691
Low 4.522 4.480 -0.042 -0.9% 4.364
Close 4.609 4.514 -0.095 -2.1% 4.475
Range 0.091 0.100 0.009 9.9% 0.327
ATR 0.134 0.133 0.000 -0.3% 0.000
Volume 7,957 11,843 3,886 48.8% 35,690
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.825 4.769 4.569
R3 4.725 4.669 4.542
R2 4.625 4.625 4.532
R1 4.569 4.569 4.523 4.547
PP 4.525 4.525 4.525 4.514
S1 4.469 4.469 4.505 4.447
S2 4.425 4.425 4.496
S3 4.325 4.369 4.487
S4 4.225 4.269 4.459
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 5.5% 0.116 2.6% 60% False False 8,955
10 4.691 4.364 0.327 7.2% 0.128 2.8% 46% False False 7,674
20 4.691 4.078 0.613 13.6% 0.129 2.8% 71% False False 5,830
40 4.691 4.039 0.652 14.4% 0.130 2.9% 73% False False 4,863
60 4.691 3.942 0.749 16.6% 0.126 2.8% 76% False False 3,834
80 4.691 3.942 0.749 16.6% 0.112 2.5% 76% False False 3,235
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.005
2.618 4.842
1.618 4.742
1.000 4.680
0.618 4.642
HIGH 4.580
0.618 4.542
0.500 4.530
0.382 4.518
LOW 4.480
0.618 4.418
1.000 4.380
1.618 4.318
2.618 4.218
4.250 4.055
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 4.530 4.514
PP 4.525 4.513
S1 4.519 4.513

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

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