NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 4.476 4.500 0.024 0.5% 4.930
High 4.510 4.590 0.080 1.8% 4.930
Low 4.430 4.445 0.015 0.3% 4.430
Close 4.478 4.562 0.084 1.9% 4.478
Range 0.080 0.145 0.065 81.3% 0.500
ATR 0.133 0.134 0.001 0.7% 0.000
Volume 6,081 4,398 -1,683 -27.7% 43,764
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.967 4.910 4.642
R3 4.822 4.765 4.602
R2 4.677 4.677 4.589
R1 4.620 4.620 4.575 4.649
PP 4.532 4.532 4.532 4.547
S1 4.475 4.475 4.549 4.504
S2 4.387 4.387 4.535
S3 4.242 4.330 4.522
S4 4.097 4.185 4.482
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 4.754 4.430 0.324 7.1% 0.135 3.0% 41% False False 6,924
10 4.930 4.430 0.500 11.0% 0.134 2.9% 26% False False 7,791
20 4.930 4.426 0.504 11.0% 0.127 2.8% 27% False False 8,125
40 4.930 4.147 0.783 17.2% 0.123 2.7% 53% False False 5,541
60 4.930 4.043 0.887 19.4% 0.122 2.7% 59% False False 4,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.206
2.618 4.970
1.618 4.825
1.000 4.735
0.618 4.680
HIGH 4.590
0.618 4.535
0.500 4.518
0.382 4.500
LOW 4.445
0.618 4.355
1.000 4.300
1.618 4.210
2.618 4.065
4.250 3.829
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 4.547 4.548
PP 4.532 4.534
S1 4.518 4.520

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

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