NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 4.629 4.690 0.061 1.3% 4.520
High 4.710 4.806 0.096 2.0% 4.679
Low 4.629 4.666 0.037 0.8% 4.459
Close 4.702 4.791 0.089 1.9% 4.642
Range 0.081 0.140 0.059 72.8% 0.220
ATR 0.124 0.126 0.001 0.9% 0.000
Volume 7,119 7,155 36 0.5% 55,304
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.174 5.123 4.868
R3 5.034 4.983 4.830
R2 4.894 4.894 4.817
R1 4.843 4.843 4.804 4.869
PP 4.754 4.754 4.754 4.767
S1 4.703 4.703 4.778 4.729
S2 4.614 4.614 4.765
S3 4.474 4.563 4.753
S4 4.334 4.423 4.714
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 4.806 4.544 0.262 5.5% 0.106 2.2% 94% True False 8,594
10 4.806 4.426 0.380 7.9% 0.119 2.5% 96% True False 8,730
20 4.806 4.197 0.609 12.7% 0.114 2.4% 98% True False 6,097
40 4.806 4.147 0.659 13.8% 0.118 2.5% 98% True False 4,372
60 4.806 4.043 0.763 15.9% 0.120 2.5% 98% True False 3,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.401
2.618 5.173
1.618 5.033
1.000 4.946
0.618 4.893
HIGH 4.806
0.618 4.753
0.500 4.736
0.382 4.719
LOW 4.666
0.618 4.579
1.000 4.526
1.618 4.439
2.618 4.299
4.250 4.071
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 4.773 4.756
PP 4.754 4.720
S1 4.736 4.685

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

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