NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 4.702 4.652 -0.050 -1.1% 4.319
High 4.702 4.690 -0.012 -0.3% 4.608
Low 4.568 4.500 -0.068 -1.5% 4.290
Close 4.583 4.556 -0.027 -0.6% 4.590
Range 0.134 0.190 0.056 41.8% 0.318
ATR 0.128 0.133 0.004 3.4% 0.000
Volume 2,855 3,695 840 29.4% 5,066
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.152 5.044 4.661
R3 4.962 4.854 4.608
R2 4.772 4.772 4.591
R1 4.664 4.664 4.573 4.623
PP 4.582 4.582 4.582 4.562
S1 4.474 4.474 4.539 4.433
S2 4.392 4.392 4.521
S3 4.202 4.284 4.504
S4 4.012 4.094 4.452
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 4.500 0.285 6.3% 0.124 2.7% 20% False True 2,155
10 4.785 4.290 0.495 10.9% 0.110 2.4% 54% False False 1,596
20 4.785 4.209 0.576 12.6% 0.118 2.6% 60% False False 1,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.498
2.618 5.187
1.618 4.997
1.000 4.880
0.618 4.807
HIGH 4.690
0.618 4.617
0.500 4.595
0.382 4.573
LOW 4.500
0.618 4.383
1.000 4.310
1.618 4.193
2.618 4.003
4.250 3.693
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 4.595 4.643
PP 4.582 4.614
S1 4.569 4.585

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

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