NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 4.690 4.787 0.097 2.1% 4.670
High 4.806 4.853 0.047 1.0% 4.853
Low 4.666 4.751 0.085 1.8% 4.564
Close 4.791 4.837 0.046 1.0% 4.837
Range 0.140 0.102 -0.038 -27.1% 0.289
ATR 0.126 0.124 -0.002 -1.3% 0.000
Volume 7,155 10,364 3,209 44.8% 29,748
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.120 5.080 4.893
R3 5.018 4.978 4.865
R2 4.916 4.916 4.856
R1 4.876 4.876 4.846 4.896
PP 4.814 4.814 4.814 4.824
S1 4.774 4.774 4.828 4.794
S2 4.712 4.712 4.818
S3 4.610 4.672 4.809
S4 4.508 4.570 4.781
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.618 5.517 4.996
R3 5.329 5.228 4.916
R2 5.040 5.040 4.890
R1 4.939 4.939 4.863 4.990
PP 4.751 4.751 4.751 4.777
S1 4.650 4.650 4.811 4.701
S2 4.462 4.462 4.784
S3 4.173 4.361 4.758
S4 3.884 4.072 4.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.853 4.544 0.309 6.4% 0.108 2.2% 95% True False 7,990
10 4.853 4.426 0.427 8.8% 0.110 2.3% 96% True False 9,322
20 4.853 4.234 0.619 12.8% 0.112 2.3% 97% True False 6,423
40 4.853 4.147 0.706 14.6% 0.118 2.4% 98% True False 4,584
60 4.853 4.043 0.810 16.7% 0.120 2.5% 98% True False 3,595
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.287
2.618 5.120
1.618 5.018
1.000 4.955
0.618 4.916
HIGH 4.853
0.618 4.814
0.500 4.802
0.382 4.790
LOW 4.751
0.618 4.688
1.000 4.649
1.618 4.586
2.618 4.484
4.250 4.318
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 4.825 4.805
PP 4.814 4.773
S1 4.802 4.741

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

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