NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 4.528 4.646 0.118 2.6% 4.490
High 4.646 4.752 0.106 2.3% 4.613
Low 4.528 4.607 0.079 1.7% 4.389
Close 4.643 4.739 0.096 2.1% 4.574
Range 0.118 0.145 0.027 22.9% 0.224
ATR 0.129 0.130 0.001 0.9% 0.000
Volume 5,238 7,505 2,267 43.3% 47,573
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.134 5.082 4.819
R3 4.989 4.937 4.779
R2 4.844 4.844 4.766
R1 4.792 4.792 4.752 4.818
PP 4.699 4.699 4.699 4.713
S1 4.647 4.647 4.726 4.673
S2 4.554 4.554 4.712
S3 4.409 4.502 4.699
S4 4.264 4.357 4.659
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 4.752 4.475 0.277 5.8% 0.116 2.4% 95% True False 7,720
10 4.752 4.364 0.388 8.2% 0.126 2.6% 97% True False 7,813
20 4.752 4.126 0.626 13.2% 0.121 2.5% 98% True False 6,194
40 4.752 4.078 0.674 14.2% 0.127 2.7% 98% True False 5,255
60 4.752 3.980 0.772 16.3% 0.128 2.7% 98% True False 4,206
80 4.752 3.942 0.810 17.1% 0.114 2.4% 98% True False 3,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 5.368
2.618 5.132
1.618 4.987
1.000 4.897
0.618 4.842
HIGH 4.752
0.618 4.697
0.500 4.680
0.382 4.662
LOW 4.607
0.618 4.517
1.000 4.462
1.618 4.372
2.618 4.227
4.250 3.991
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 4.719 4.701
PP 4.699 4.663
S1 4.680 4.625

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

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