NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 4.432 4.585 0.153 3.5% 4.371
High 4.586 4.698 0.112 2.4% 4.540
Low 4.432 4.534 0.102 2.3% 4.311
Close 4.576 4.692 0.116 2.5% 4.490
Range 0.154 0.164 0.010 6.5% 0.229
ATR 0.152 0.153 0.001 0.6% 0.000
Volume 81,114 114,117 33,003 40.7% 391,943
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.133 5.077 4.782
R3 4.969 4.913 4.737
R2 4.805 4.805 4.722
R1 4.749 4.749 4.707 4.777
PP 4.641 4.641 4.641 4.656
S1 4.585 4.585 4.677 4.613
S2 4.477 4.477 4.662
S3 4.313 4.421 4.647
S4 4.149 4.257 4.602
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 4.698 4.377 0.321 6.8% 0.142 3.0% 98% True False 91,607
10 4.698 4.302 0.396 8.4% 0.145 3.1% 98% True False 78,486
20 4.698 4.028 0.670 14.3% 0.143 3.0% 99% True False 54,377
40 4.698 3.980 0.718 15.3% 0.152 3.2% 99% True False 47,081
60 4.698 3.890 0.808 17.2% 0.152 3.2% 99% True False 38,157
80 4.698 3.854 0.844 18.0% 0.137 2.9% 99% True False 31,610
100 4.698 3.854 0.844 18.0% 0.132 2.8% 99% True False 27,039
120 5.327 3.854 1.473 31.4% 0.126 2.7% 57% False False 23,449
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 0.046
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.395
2.618 5.127
1.618 4.963
1.000 4.862
0.618 4.799
HIGH 4.698
0.618 4.635
0.500 4.616
0.382 4.597
LOW 4.534
0.618 4.433
1.000 4.370
1.618 4.269
2.618 4.105
4.250 3.837
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 4.667 4.645
PP 4.641 4.598
S1 4.616 4.551

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

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