NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 4.576 4.582 0.006 0.1% 4.604
High 4.614 4.582 -0.032 -0.7% 4.805
Low 4.483 4.420 -0.063 -1.4% 4.498
Close 4.587 4.428 -0.159 -3.5% 4.787
Range 0.131 0.162 0.031 23.7% 0.307
ATR 0.136 0.138 0.002 1.6% 0.000
Volume 7,386 11,783 4,397 59.5% 26,490
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.963 4.857 4.517
R3 4.801 4.695 4.473
R2 4.639 4.639 4.458
R1 4.533 4.533 4.443 4.505
PP 4.477 4.477 4.477 4.463
S1 4.371 4.371 4.413 4.343
S2 4.315 4.315 4.398
S3 4.153 4.209 4.383
S4 3.991 4.047 4.339
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 4.420 0.430 9.7% 0.154 3.5% 2% False True 9,824
10 4.850 4.420 0.430 9.7% 0.135 3.0% 2% False True 8,772
20 4.850 4.317 0.533 12.0% 0.132 3.0% 21% False False 7,796
40 4.850 4.078 0.772 17.4% 0.129 2.9% 45% False False 6,193
60 4.850 3.980 0.870 19.6% 0.128 2.9% 51% False False 4,858
80 4.850 3.942 0.908 20.5% 0.120 2.7% 54% False False 4,044
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.271
2.618 5.006
1.618 4.844
1.000 4.744
0.618 4.682
HIGH 4.582
0.618 4.520
0.500 4.501
0.382 4.482
LOW 4.420
0.618 4.320
1.000 4.258
1.618 4.158
2.618 3.996
4.250 3.732
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 4.501 4.559
PP 4.477 4.515
S1 4.452 4.472

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

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