NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 4.630 4.700 0.070 1.5% 4.600
High 4.675 4.701 0.026 0.6% 4.706
Low 4.579 4.594 0.015 0.3% 4.493
Close 4.670 4.638 -0.032 -0.7% 4.670
Range 0.096 0.107 0.011 11.5% 0.213
ATR 0.124 0.123 -0.001 -1.0% 0.000
Volume 3,479 3,301 -178 -5.1% 23,084
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.909 4.697
R3 4.858 4.802 4.667
R2 4.751 4.751 4.658
R1 4.695 4.695 4.648 4.670
PP 4.644 4.644 4.644 4.632
S1 4.588 4.588 4.628 4.563
S2 4.537 4.537 4.618
S3 4.430 4.481 4.609
S4 4.323 4.374 4.579
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 4.520 0.186 4.0% 0.106 2.3% 63% False False 4,190
10 4.775 4.460 0.315 6.8% 0.119 2.6% 57% False False 3,881
20 4.775 4.242 0.533 11.5% 0.116 2.5% 74% False False 2,767
40 4.775 4.194 0.581 12.5% 0.113 2.4% 76% False False 2,356
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.156
2.618 4.981
1.618 4.874
1.000 4.808
0.618 4.767
HIGH 4.701
0.618 4.660
0.500 4.648
0.382 4.635
LOW 4.594
0.618 4.528
1.000 4.487
1.618 4.421
2.618 4.314
4.250 4.139
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 4.648 4.640
PP 4.644 4.639
S1 4.641 4.639

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

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