NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 4.582 4.420 -0.162 -3.5% 4.837
High 4.582 4.461 -0.121 -2.6% 4.850
Low 4.420 4.363 -0.057 -1.3% 4.363
Close 4.428 4.425 -0.003 -0.1% 4.425
Range 0.162 0.098 -0.064 -39.5% 0.487
ATR 0.138 0.135 -0.003 -2.1% 0.000
Volume 11,783 8,752 -3,031 -25.7% 47,903
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.710 4.666 4.479
R3 4.612 4.568 4.452
R2 4.514 4.514 4.443
R1 4.470 4.470 4.434 4.492
PP 4.416 4.416 4.416 4.428
S1 4.372 4.372 4.416 4.394
S2 4.318 4.318 4.407
S3 4.220 4.274 4.398
S4 4.122 4.176 4.371
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.007 5.703 4.693
R3 5.520 5.216 4.559
R2 5.033 5.033 4.514
R1 4.729 4.729 4.470 4.638
PP 4.546 4.546 4.546 4.500
S1 4.242 4.242 4.380 4.151
S2 4.059 4.059 4.336
S3 3.572 3.755 4.291
S4 3.085 3.268 4.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.850 4.363 0.487 11.0% 0.154 3.5% 13% False True 9,580
10 4.850 4.363 0.487 11.0% 0.135 3.0% 13% False True 8,463
20 4.850 4.363 0.487 11.0% 0.131 3.0% 13% False True 8,068
40 4.850 4.078 0.772 17.4% 0.129 2.9% 45% False False 6,333
60 4.850 3.980 0.870 19.7% 0.128 2.9% 51% False False 4,978
80 4.850 3.942 0.908 20.5% 0.120 2.7% 53% False False 4,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.878
2.618 4.718
1.618 4.620
1.000 4.559
0.618 4.522
HIGH 4.461
0.618 4.424
0.500 4.412
0.382 4.400
LOW 4.363
0.618 4.302
1.000 4.265
1.618 4.204
2.618 4.106
4.250 3.947
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 4.421 4.489
PP 4.416 4.467
S1 4.412 4.446

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

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