NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 4.514 4.604 0.090 2.0% 4.490
High 4.579 4.611 0.032 0.7% 4.613
Low 4.475 4.498 0.023 0.5% 4.389
Close 4.574 4.541 -0.033 -0.7% 4.574
Range 0.104 0.113 0.009 8.7% 0.224
ATR 0.131 0.130 -0.001 -1.0% 0.000
Volume 10,237 3,777 -6,460 -63.1% 47,573
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.889 4.828 4.603
R3 4.776 4.715 4.572
R2 4.663 4.663 4.562
R1 4.602 4.602 4.551 4.576
PP 4.550 4.550 4.550 4.537
S1 4.489 4.489 4.531 4.463
S2 4.437 4.437 4.520
S3 4.324 4.376 4.510
S4 4.211 4.263 4.479
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 4.412 0.201 4.4% 0.114 2.5% 64% False False 8,500
10 4.691 4.364 0.327 7.2% 0.127 2.8% 54% False False 8,439
20 4.691 4.126 0.565 12.4% 0.124 2.7% 73% False False 6,095
40 4.691 4.078 0.613 13.5% 0.127 2.8% 76% False False 5,054
60 4.691 3.942 0.749 16.5% 0.127 2.8% 80% False False 4,046
80 4.691 3.942 0.749 16.5% 0.113 2.5% 80% False False 3,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.091
2.618 4.907
1.618 4.794
1.000 4.724
0.618 4.681
HIGH 4.611
0.618 4.568
0.500 4.555
0.382 4.541
LOW 4.498
0.618 4.428
1.000 4.385
1.618 4.315
2.618 4.202
4.250 4.018
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 4.555 4.543
PP 4.550 4.542
S1 4.546 4.542

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

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