NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 4.653 4.575 -0.078 -1.7% 4.275
High 4.657 4.649 -0.008 -0.2% 4.560
Low 4.524 4.462 -0.062 -1.4% 4.234
Close 4.540 4.513 -0.027 -0.6% 4.541
Range 0.133 0.187 0.054 40.6% 0.326
ATR 0.129 0.134 0.004 3.2% 0.000
Volume 9,371 4,444 -4,927 -52.6% 11,821
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.102 4.995 4.616
R3 4.915 4.808 4.564
R2 4.728 4.728 4.547
R1 4.621 4.621 4.530 4.581
PP 4.541 4.541 4.541 4.522
S1 4.434 4.434 4.496 4.394
S2 4.354 4.354 4.479
S3 4.167 4.247 4.462
S4 3.980 4.060 4.410
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.423 5.308 4.720
R3 5.097 4.982 4.631
R2 4.771 4.771 4.601
R1 4.656 4.656 4.571 4.714
PP 4.445 4.445 4.445 4.474
S1 4.330 4.330 4.511 4.388
S2 4.119 4.119 4.481
S3 3.793 4.004 4.451
S4 3.467 3.678 4.362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.745 4.461 0.284 6.3% 0.127 2.8% 18% False False 4,824
10 4.745 4.234 0.511 11.3% 0.113 2.5% 55% False False 3,525
20 4.745 4.147 0.598 13.3% 0.123 2.7% 61% False False 3,487
40 4.745 4.043 0.702 15.6% 0.123 2.7% 67% False False 2,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.444
2.618 5.139
1.618 4.952
1.000 4.836
0.618 4.765
HIGH 4.649
0.618 4.578
0.500 4.556
0.382 4.533
LOW 4.462
0.618 4.346
1.000 4.275
1.618 4.159
2.618 3.972
4.250 3.667
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 4.556 4.604
PP 4.541 4.573
S1 4.527 4.543

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

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