NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 4.738 4.850 0.112 2.4% 4.700
High 4.830 4.880 0.050 1.0% 4.880
Low 4.699 4.779 0.080 1.7% 4.594
Close 4.816 4.856 0.040 0.8% 4.856
Range 0.131 0.101 -0.030 -22.9% 0.286
ATR 0.121 0.120 -0.001 -1.2% 0.000
Volume 4,559 5,168 609 13.4% 16,558
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.141 5.100 4.912
R3 5.040 4.999 4.884
R2 4.939 4.939 4.875
R1 4.898 4.898 4.865 4.919
PP 4.838 4.838 4.838 4.849
S1 4.797 4.797 4.847 4.818
S2 4.737 4.737 4.837
S3 4.636 4.696 4.828
S4 4.535 4.595 4.800
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.635 5.531 5.013
R3 5.349 5.245 4.935
R2 5.063 5.063 4.908
R1 4.959 4.959 4.882 5.011
PP 4.777 4.777 4.777 4.803
S1 4.673 4.673 4.830 4.725
S2 4.491 4.491 4.804
S3 4.205 4.387 4.777
S4 3.919 4.101 4.699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.880 4.579 0.301 6.2% 0.101 2.1% 92% True False 4,007
10 4.880 4.460 0.420 8.6% 0.106 2.2% 94% True False 4,334
20 4.880 4.285 0.595 12.3% 0.108 2.2% 96% True False 3,019
40 4.880 4.194 0.686 14.1% 0.113 2.3% 97% True False 2,575
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.309
2.618 5.144
1.618 5.043
1.000 4.981
0.618 4.942
HIGH 4.880
0.618 4.841
0.500 4.830
0.382 4.818
LOW 4.779
0.618 4.717
1.000 4.678
1.618 4.616
2.618 4.515
4.250 4.350
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 4.847 4.827
PP 4.838 4.799
S1 4.830 4.770

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

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