NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 4.659 4.630 -0.029 -0.6% 4.600
High 4.674 4.675 0.001 0.0% 4.706
Low 4.580 4.579 -0.001 0.0% 4.493
Close 4.614 4.670 0.056 1.2% 4.670
Range 0.094 0.096 0.002 2.1% 0.213
ATR 0.126 0.124 -0.002 -1.7% 0.000
Volume 6,121 3,479 -2,642 -43.2% 23,084
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.929 4.896 4.723
R3 4.833 4.800 4.696
R2 4.737 4.737 4.688
R1 4.704 4.704 4.679 4.721
PP 4.641 4.641 4.641 4.650
S1 4.608 4.608 4.661 4.625
S2 4.545 4.545 4.652
S3 4.449 4.512 4.644
S4 4.353 4.416 4.617
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.262 5.179 4.787
R3 5.049 4.966 4.729
R2 4.836 4.836 4.709
R1 4.753 4.753 4.690 4.795
PP 4.623 4.623 4.623 4.644
S1 4.540 4.540 4.650 4.582
S2 4.410 4.410 4.631
S3 4.197 4.327 4.611
S4 3.984 4.114 4.553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.706 4.493 0.213 4.6% 0.106 2.3% 83% False False 4,616
10 4.775 4.460 0.315 6.7% 0.117 2.5% 67% False False 3,680
20 4.775 4.194 0.581 12.4% 0.118 2.5% 82% False False 2,746
40 4.775 4.194 0.581 12.4% 0.114 2.4% 82% False False 2,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.083
2.618 4.926
1.618 4.830
1.000 4.771
0.618 4.734
HIGH 4.675
0.618 4.638
0.500 4.627
0.382 4.616
LOW 4.579
0.618 4.520
1.000 4.483
1.618 4.424
2.618 4.328
4.250 4.171
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 4.656 4.661
PP 4.641 4.652
S1 4.627 4.643

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

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