NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 4.631 4.610 -0.021 -0.5% 4.670
High 4.660 4.610 -0.050 -1.1% 4.853
Low 4.537 4.470 -0.067 -1.5% 4.564
Close 4.637 4.480 -0.157 -3.4% 4.837
Range 0.123 0.140 0.017 13.8% 0.289
ATR 0.135 0.137 0.002 1.7% 0.000
Volume 5,669 10,162 4,493 79.3% 29,748
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.940 4.850 4.557
R3 4.800 4.710 4.519
R2 4.660 4.660 4.506
R1 4.570 4.570 4.493 4.545
PP 4.520 4.520 4.520 4.508
S1 4.430 4.430 4.467 4.405
S2 4.380 4.380 4.454
S3 4.240 4.290 4.442
S4 4.100 4.150 4.403
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 4.470 0.460 10.3% 0.157 3.5% 2% False True 9,609
10 4.930 4.470 0.460 10.3% 0.131 2.9% 2% False True 9,101
20 4.930 4.380 0.550 12.3% 0.127 2.8% 18% False False 7,848
40 4.930 4.147 0.783 17.5% 0.123 2.7% 43% False False 5,374
60 4.930 4.043 0.887 19.8% 0.121 2.7% 49% False False 4,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.205
2.618 4.977
1.618 4.837
1.000 4.750
0.618 4.697
HIGH 4.610
0.618 4.557
0.500 4.540
0.382 4.523
LOW 4.470
0.618 4.383
1.000 4.330
1.618 4.243
2.618 4.103
4.250 3.875
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 4.540 4.612
PP 4.520 4.568
S1 4.500 4.524

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

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