NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 4.610 4.476 -0.134 -2.9% 4.930
High 4.610 4.510 -0.100 -2.2% 4.930
Low 4.470 4.430 -0.040 -0.9% 4.430
Close 4.480 4.478 -0.002 0.0% 4.478
Range 0.140 0.080 -0.060 -42.9% 0.500
ATR 0.137 0.133 -0.004 -3.0% 0.000
Volume 10,162 6,081 -4,081 -40.2% 43,764
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.713 4.675 4.522
R3 4.633 4.595 4.500
R2 4.553 4.553 4.493
R1 4.515 4.515 4.485 4.534
PP 4.473 4.473 4.473 4.482
S1 4.435 4.435 4.471 4.454
S2 4.393 4.393 4.463
S3 4.313 4.355 4.456
S4 4.233 4.275 4.434
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.113 5.795 4.753
R3 5.613 5.295 4.616
R2 5.113 5.113 4.570
R1 4.795 4.795 4.524 4.704
PP 4.613 4.613 4.613 4.567
S1 4.295 4.295 4.432 4.204
S2 4.113 4.113 4.386
S3 3.613 3.795 4.341
S4 3.113 3.295 4.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.930 4.430 0.500 11.2% 0.152 3.4% 10% False True 8,752
10 4.930 4.430 0.500 11.2% 0.130 2.9% 10% False True 8,371
20 4.930 4.426 0.504 11.3% 0.125 2.8% 10% False False 8,055
40 4.930 4.147 0.783 17.5% 0.123 2.7% 42% False False 5,473
60 4.930 4.043 0.887 19.8% 0.121 2.7% 49% False False 4,175
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 0.019
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4.850
2.618 4.719
1.618 4.639
1.000 4.590
0.618 4.559
HIGH 4.510
0.618 4.479
0.500 4.470
0.382 4.461
LOW 4.430
0.618 4.381
1.000 4.350
1.618 4.301
2.618 4.221
4.250 4.090
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 4.475 4.545
PP 4.473 4.523
S1 4.470 4.500

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

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