NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 4.670 4.629 -0.041 -0.9% 4.520
High 4.674 4.710 0.036 0.8% 4.679
Low 4.564 4.629 0.065 1.4% 4.459
Close 4.608 4.702 0.094 2.0% 4.642
Range 0.110 0.081 -0.029 -26.4% 0.220
ATR 0.126 0.124 -0.002 -1.4% 0.000
Volume 5,110 7,119 2,009 39.3% 55,304
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.923 4.894 4.747
R3 4.842 4.813 4.724
R2 4.761 4.761 4.717
R1 4.732 4.732 4.709 4.747
PP 4.680 4.680 4.680 4.688
S1 4.651 4.651 4.695 4.666
S2 4.599 4.599 4.687
S3 4.518 4.570 4.680
S4 4.437 4.489 4.657
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.253 5.168 4.763
R3 5.033 4.948 4.703
R2 4.813 4.813 4.682
R1 4.728 4.728 4.662 4.771
PP 4.593 4.593 4.593 4.615
S1 4.508 4.508 4.622 4.551
S2 4.373 4.373 4.602
S3 4.153 4.288 4.582
S4 3.933 4.068 4.521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.710 4.544 0.166 3.5% 0.096 2.0% 95% True False 9,245
10 4.710 4.426 0.284 6.0% 0.118 2.5% 97% True False 8,951
20 4.745 4.197 0.548 11.7% 0.113 2.4% 92% False False 5,898
40 4.745 4.147 0.598 12.7% 0.118 2.5% 93% False False 4,245
60 4.745 4.010 0.735 15.6% 0.119 2.5% 94% False False 3,344
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.031
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.054
2.618 4.922
1.618 4.841
1.000 4.791
0.618 4.760
HIGH 4.710
0.618 4.679
0.500 4.670
0.382 4.660
LOW 4.629
0.618 4.579
1.000 4.548
1.618 4.498
2.618 4.417
4.250 4.285
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 4.691 4.677
PP 4.680 4.652
S1 4.670 4.627

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

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