NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 4.787 4.930 0.143 3.0% 4.670
High 4.853 4.930 0.077 1.6% 4.853
Low 4.751 4.700 -0.051 -1.1% 4.564
Close 4.837 4.720 -0.117 -2.4% 4.837
Range 0.102 0.230 0.128 125.5% 0.289
ATR 0.124 0.131 0.008 6.1% 0.000
Volume 10,364 13,539 3,175 30.6% 29,748
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.473 5.327 4.847
R3 5.243 5.097 4.783
R2 5.013 5.013 4.762
R1 4.867 4.867 4.741 4.825
PP 4.783 4.783 4.783 4.763
S1 4.637 4.637 4.699 4.595
S2 4.553 4.553 4.678
S3 4.323 4.407 4.657
S4 4.093 4.177 4.594
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 4.930 4.564 0.366 7.8% 0.133 2.8% 43% True False 8,657
10 4.930 4.459 0.471 10.0% 0.122 2.6% 55% True False 9,859
20 4.930 4.234 0.696 14.7% 0.120 2.5% 70% True False 6,985
40 4.930 4.147 0.783 16.6% 0.121 2.6% 73% True False 4,878
60 4.930 4.043 0.887 18.8% 0.123 2.6% 76% True False 3,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 5.908
2.618 5.532
1.618 5.302
1.000 5.160
0.618 5.072
HIGH 4.930
0.618 4.842
0.500 4.815
0.382 4.788
LOW 4.700
0.618 4.558
1.000 4.470
1.618 4.328
2.618 4.098
4.250 3.723
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 4.815 4.798
PP 4.783 4.772
S1 4.752 4.746

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

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