NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 4.654 4.620 -0.034 -0.7% 4.700
High 4.667 4.634 -0.033 -0.7% 4.880
Low 4.566 4.500 -0.066 -1.4% 4.594
Close 4.662 4.508 -0.154 -3.3% 4.856
Range 0.101 0.134 0.033 32.7% 0.286
ATR 0.123 0.126 0.003 2.2% 0.000
Volume 4,961 9,046 4,085 82.3% 16,558
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.949 4.863 4.582
R3 4.815 4.729 4.545
R2 4.681 4.681 4.533
R1 4.595 4.595 4.520 4.571
PP 4.547 4.547 4.547 4.536
S1 4.461 4.461 4.496 4.437
S2 4.413 4.413 4.483
S3 4.279 4.327 4.471
S4 4.145 4.193 4.434
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 4.896 4.500 0.396 8.8% 0.122 2.7% 2% False True 5,534
10 4.896 4.500 0.396 8.8% 0.111 2.5% 2% False True 4,866
20 4.896 4.421 0.475 10.5% 0.115 2.5% 18% False False 3,887
40 4.896 4.194 0.702 15.6% 0.114 2.5% 45% False False 2,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.204
2.618 4.985
1.618 4.851
1.000 4.768
0.618 4.717
HIGH 4.634
0.618 4.583
0.500 4.567
0.382 4.551
LOW 4.500
0.618 4.417
1.000 4.366
1.618 4.283
2.618 4.149
4.250 3.931
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 4.567 4.600
PP 4.547 4.569
S1 4.528 4.539

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

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