NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 4.494 4.481 -0.013 -0.3% 4.509
High 4.540 4.498 -0.042 -0.9% 4.668
Low 4.440 4.377 -0.063 -1.4% 4.302
Close 4.526 4.419 -0.107 -2.4% 4.402
Range 0.100 0.121 0.021 21.0% 0.366
ATR 0.154 0.154 0.000 -0.3% 0.000
Volume 75,185 69,689 -5,496 -7.3% 264,061
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.794 4.728 4.486
R3 4.673 4.607 4.452
R2 4.552 4.552 4.441
R1 4.486 4.486 4.430 4.459
PP 4.431 4.431 4.431 4.418
S1 4.365 4.365 4.408 4.338
S2 4.310 4.310 4.397
S3 4.189 4.244 4.386
S4 4.068 4.123 4.352
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 4.540 4.302 0.238 5.4% 0.126 2.9% 49% False False 69,965
10 4.668 4.302 0.366 8.3% 0.146 3.3% 32% False False 57,749
20 4.668 3.980 0.688 15.6% 0.152 3.4% 64% False False 41,844
40 4.668 3.963 0.705 16.0% 0.154 3.5% 65% False False 39,317
60 4.668 3.854 0.814 18.4% 0.150 3.4% 69% False False 32,351
80 4.668 3.854 0.814 18.4% 0.135 3.0% 69% False False 27,107
100 4.668 3.854 0.814 18.4% 0.129 2.9% 69% False False 23,419
120 5.327 3.854 1.473 33.3% 0.124 2.8% 38% False False 20,434
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 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.012
2.618 4.815
1.618 4.694
1.000 4.619
0.618 4.573
HIGH 4.498
0.618 4.452
0.500 4.438
0.382 4.423
LOW 4.377
0.618 4.302
1.000 4.256
1.618 4.181
2.618 4.060
4.250 3.863
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 4.438 4.435
PP 4.431 4.430
S1 4.425 4.424

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

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