NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 4.662 4.738 0.076 1.6% 4.600
High 4.732 4.830 0.098 2.1% 4.706
Low 4.660 4.699 0.039 0.8% 4.493
Close 4.730 4.816 0.086 1.8% 4.670
Range 0.072 0.131 0.059 81.9% 0.213
ATR 0.121 0.121 0.001 0.6% 0.000
Volume 3,530 4,559 1,029 29.2% 23,084
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.175 5.126 4.888
R3 5.044 4.995 4.852
R2 4.913 4.913 4.840
R1 4.864 4.864 4.828 4.889
PP 4.782 4.782 4.782 4.794
S1 4.733 4.733 4.804 4.758
S2 4.651 4.651 4.792
S3 4.520 4.602 4.780
S4 4.389 4.471 4.744
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 4.830 4.579 0.251 5.2% 0.100 2.1% 94% True False 4,198
10 4.830 4.460 0.370 7.7% 0.115 2.4% 96% True False 4,037
20 4.830 4.242 0.588 12.2% 0.110 2.3% 98% True False 2,868
40 4.830 4.194 0.636 13.2% 0.112 2.3% 98% True False 2,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.387
2.618 5.173
1.618 5.042
1.000 4.961
0.618 4.911
HIGH 4.830
0.618 4.780
0.500 4.765
0.382 4.749
LOW 4.699
0.618 4.618
1.000 4.568
1.618 4.487
2.618 4.356
4.250 4.142
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 4.799 4.781
PP 4.782 4.747
S1 4.765 4.712

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

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