NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 4.578 4.514 -0.064 -1.4% 4.490
High 4.580 4.579 -0.001 0.0% 4.613
Low 4.480 4.475 -0.005 -0.1% 4.389
Close 4.514 4.574 0.060 1.3% 4.574
Range 0.100 0.104 0.004 4.0% 0.224
ATR 0.133 0.131 -0.002 -1.6% 0.000
Volume 11,843 10,237 -1,606 -13.6% 47,573
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.855 4.818 4.631
R3 4.751 4.714 4.603
R2 4.647 4.647 4.593
R1 4.610 4.610 4.584 4.629
PP 4.543 4.543 4.543 4.552
S1 4.506 4.506 4.564 4.525
S2 4.439 4.439 4.555
S3 4.335 4.402 4.545
S4 4.231 4.298 4.517
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.197 5.110 4.697
R3 4.973 4.886 4.636
R2 4.749 4.749 4.615
R1 4.662 4.662 4.595 4.706
PP 4.525 4.525 4.525 4.547
S1 4.438 4.438 4.553 4.482
S2 4.301 4.301 4.533
S3 4.077 4.214 4.512
S4 3.853 3.990 4.451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.613 4.389 0.224 4.9% 0.114 2.5% 83% False False 9,514
10 4.691 4.364 0.327 7.1% 0.126 2.8% 64% False False 8,326
20 4.691 4.078 0.613 13.4% 0.126 2.7% 81% False False 6,175
40 4.691 4.078 0.613 13.4% 0.127 2.8% 81% False False 5,025
60 4.691 3.942 0.749 16.4% 0.127 2.8% 84% False False 3,991
80 4.691 3.942 0.749 16.4% 0.112 2.5% 84% False False 3,343
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.021
2.618 4.851
1.618 4.747
1.000 4.683
0.618 4.643
HIGH 4.579
0.618 4.539
0.500 4.527
0.382 4.515
LOW 4.475
0.618 4.411
1.000 4.371
1.618 4.307
2.618 4.203
4.250 4.033
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 4.558 4.564
PP 4.543 4.554
S1 4.527 4.544

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

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