NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 4.775 4.702 -0.073 -1.5% 4.319
High 4.785 4.702 -0.083 -1.7% 4.608
Low 4.666 4.568 -0.098 -2.1% 4.290
Close 4.755 4.583 -0.172 -3.6% 4.590
Range 0.119 0.134 0.015 12.6% 0.318
ATR 0.124 0.128 0.005 3.6% 0.000
Volume 1,630 2,855 1,225 75.2% 5,066
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.020 4.935 4.657
R3 4.886 4.801 4.620
R2 4.752 4.752 4.608
R1 4.667 4.667 4.595 4.643
PP 4.618 4.618 4.618 4.605
S1 4.533 4.533 4.571 4.509
S2 4.484 4.484 4.558
S3 4.350 4.399 4.546
S4 4.216 4.265 4.509
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.450 5.338 4.765
R3 5.132 5.020 4.677
R2 4.814 4.814 4.648
R1 4.702 4.702 4.619 4.758
PP 4.496 4.496 4.496 4.524
S1 4.384 4.384 4.561 4.440
S2 4.178 4.178 4.532
S3 3.860 4.066 4.503
S4 3.542 3.748 4.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.785 4.435 0.350 7.6% 0.108 2.4% 42% False False 1,579
10 4.785 4.250 0.535 11.7% 0.106 2.3% 62% False False 1,357
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 0.022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.272
2.618 5.053
1.618 4.919
1.000 4.836
0.618 4.785
HIGH 4.702
0.618 4.651
0.500 4.635
0.382 4.619
LOW 4.568
0.618 4.485
1.000 4.434
1.618 4.351
2.618 4.217
4.250 3.999
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 4.635 4.677
PP 4.618 4.645
S1 4.600 4.614

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

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