NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 4.746 4.837 0.091 1.9% 4.604
High 4.805 4.850 0.045 0.9% 4.805
Low 4.708 4.653 -0.055 -1.2% 4.498
Close 4.787 4.670 -0.117 -2.4% 4.787
Range 0.097 0.197 0.100 103.1% 0.307
ATR 0.128 0.133 0.005 3.9% 0.000
Volume 9,970 11,865 1,895 19.0% 26,490
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.315 5.190 4.778
R3 5.118 4.993 4.724
R2 4.921 4.921 4.706
R1 4.796 4.796 4.688 4.760
PP 4.724 4.724 4.724 4.707
S1 4.599 4.599 4.652 4.563
S2 4.527 4.527 4.634
S3 4.330 4.402 4.616
S4 4.133 4.205 4.562
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.618 5.509 4.956
R3 5.311 5.202 4.871
R2 5.004 5.004 4.843
R1 4.895 4.895 4.815 4.950
PP 4.697 4.697 4.697 4.724
S1 4.588 4.588 4.759 4.643
S2 4.390 4.390 4.731
S3 4.083 4.281 4.703
S4 3.776 3.974 4.618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.850 4.498 0.352 7.5% 0.134 2.9% 49% True False 7,671
10 4.850 4.389 0.461 9.9% 0.124 2.7% 61% True False 8,592
20 4.850 4.172 0.678 14.5% 0.124 2.7% 73% True False 6,826
40 4.850 4.078 0.772 16.5% 0.128 2.7% 77% True False 5,670
60 4.850 3.980 0.870 18.6% 0.130 2.8% 79% True False 4,513
80 4.850 3.942 0.908 19.4% 0.116 2.5% 80% True False 3,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.687
2.618 5.366
1.618 5.169
1.000 5.047
0.618 4.972
HIGH 4.850
0.618 4.775
0.500 4.752
0.382 4.728
LOW 4.653
0.618 4.531
1.000 4.456
1.618 4.334
2.618 4.137
4.250 3.816
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 4.752 4.729
PP 4.724 4.709
S1 4.697 4.690

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

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