NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 4.420 4.444 0.024 0.5% 4.837
High 4.461 4.549 0.088 2.0% 4.850
Low 4.363 4.389 0.026 0.6% 4.363
Close 4.425 4.513 0.088 2.0% 4.425
Range 0.098 0.160 0.062 63.3% 0.487
ATR 0.135 0.137 0.002 1.3% 0.000
Volume 8,752 6,486 -2,266 -25.9% 47,903
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.964 4.898 4.601
R3 4.804 4.738 4.557
R2 4.644 4.644 4.542
R1 4.578 4.578 4.528 4.611
PP 4.484 4.484 4.484 4.500
S1 4.418 4.418 4.498 4.451
S2 4.324 4.324 4.484
S3 4.164 4.258 4.469
S4 4.004 4.098 4.425
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 4.698 4.363 0.335 7.4% 0.146 3.2% 45% False False 8,504
10 4.850 4.363 0.487 10.8% 0.140 3.1% 31% False False 8,087
20 4.850 4.363 0.487 10.8% 0.133 3.0% 31% False False 8,207
40 4.850 4.078 0.772 17.1% 0.130 2.9% 56% False False 6,403
60 4.850 3.980 0.870 19.3% 0.129 2.9% 61% False False 5,064
80 4.850 3.942 0.908 20.1% 0.121 2.7% 63% False False 4,202
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.229
2.618 4.968
1.618 4.808
1.000 4.709
0.618 4.648
HIGH 4.549
0.618 4.488
0.500 4.469
0.382 4.450
LOW 4.389
0.618 4.290
1.000 4.229
1.618 4.130
2.618 3.970
4.250 3.709
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 4.498 4.500
PP 4.484 4.486
S1 4.469 4.473

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

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