NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 4.460 4.367 -0.093 -2.1% 4.509
High 4.582 4.429 -0.153 -3.3% 4.668
Low 4.351 4.302 -0.049 -1.1% 4.302
Close 4.404 4.402 -0.002 0.0% 4.402
Range 0.231 0.127 -0.104 -45.0% 0.366
ATR 0.164 0.161 -0.003 -1.6% 0.000
Volume 46,694 66,148 19,454 41.7% 264,061
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.759 4.707 4.472
R3 4.632 4.580 4.437
R2 4.505 4.505 4.425
R1 4.453 4.453 4.414 4.479
PP 4.378 4.378 4.378 4.391
S1 4.326 4.326 4.390 4.352
S2 4.251 4.251 4.379
S3 4.124 4.199 4.367
S4 3.997 4.072 4.332
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.555 5.345 4.603
R3 5.189 4.979 4.503
R2 4.823 4.823 4.469
R1 4.613 4.613 4.436 4.535
PP 4.457 4.457 4.457 4.419
S1 4.247 4.247 4.368 4.169
S2 4.091 4.091 4.335
S3 3.725 3.881 4.301
S4 3.359 3.515 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.668 4.302 0.366 8.3% 0.165 3.7% 27% False True 52,812
10 4.668 4.064 0.604 13.7% 0.149 3.4% 56% False False 36,910
20 4.668 3.980 0.688 15.6% 0.155 3.5% 61% False False 39,808
40 4.668 3.890 0.778 17.7% 0.156 3.6% 66% False False 34,282
60 4.668 3.854 0.814 18.5% 0.147 3.3% 67% False False 28,490
80 4.668 3.854 0.814 18.5% 0.135 3.1% 67% False False 24,056
100 4.850 3.854 0.996 22.6% 0.128 2.9% 55% False False 20,714
120 5.327 3.854 1.473 33.5% 0.123 2.8% 37% False False 18,180
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.043
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.969
2.618 4.761
1.618 4.634
1.000 4.556
0.618 4.507
HIGH 4.429
0.618 4.380
0.500 4.366
0.382 4.351
LOW 4.302
0.618 4.224
1.000 4.175
1.618 4.097
2.618 3.970
4.250 3.762
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 4.390 4.453
PP 4.378 4.436
S1 4.366 4.419

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

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