NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 4.481 4.410 -0.071 -1.6% 4.371
High 4.498 4.504 0.006 0.1% 4.540
Low 4.377 4.380 0.003 0.1% 4.311
Close 4.419 4.490 0.071 1.6% 4.490
Range 0.121 0.124 0.003 2.5% 0.229
ATR 0.154 0.152 -0.002 -1.4% 0.000
Volume 69,689 108,266 38,577 55.4% 391,943
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.830 4.784 4.558
R3 4.706 4.660 4.524
R2 4.582 4.582 4.513
R1 4.536 4.536 4.501 4.559
PP 4.458 4.458 4.458 4.470
S1 4.412 4.412 4.479 4.435
S2 4.334 4.334 4.467
S3 4.210 4.288 4.456
S4 4.086 4.164 4.422
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.134 5.041 4.616
R3 4.905 4.812 4.553
R2 4.676 4.676 4.532
R1 4.583 4.583 4.511 4.630
PP 4.447 4.447 4.447 4.470
S1 4.354 4.354 4.469 4.401
S2 4.218 4.218 4.448
S3 3.989 4.125 4.427
S4 3.760 3.896 4.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.540 4.311 0.229 5.1% 0.125 2.8% 78% False False 78,388
10 4.668 4.302 0.366 8.2% 0.145 3.2% 51% False False 65,600
20 4.668 3.980 0.688 15.3% 0.148 3.3% 74% False False 45,712
40 4.668 3.980 0.688 15.3% 0.152 3.4% 74% False False 41,714
60 4.668 3.854 0.814 18.1% 0.151 3.4% 78% False False 34,012
80 4.668 3.854 0.814 18.1% 0.135 3.0% 78% False False 28,335
100 4.668 3.854 0.814 18.1% 0.130 2.9% 78% False False 24,440
120 5.327 3.854 1.473 32.8% 0.125 2.8% 43% False False 21,318
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.031
2.618 4.829
1.618 4.705
1.000 4.628
0.618 4.581
HIGH 4.504
0.618 4.457
0.500 4.442
0.382 4.427
LOW 4.380
0.618 4.303
1.000 4.256
1.618 4.179
2.618 4.055
4.250 3.853
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 4.474 4.480
PP 4.458 4.469
S1 4.442 4.459

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

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