NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 4.593 4.488 -0.105 -2.3% 4.511
High 4.636 4.529 -0.107 -2.3% 4.776
Low 4.421 4.398 -0.023 -0.5% 4.404
Close 4.490 4.501 0.011 0.2% 4.743
Range 0.215 0.131 -0.084 -39.1% 0.372
ATR 0.161 0.159 -0.002 -1.3% 0.000
Volume 99,436 97,070 -2,366 -2.4% 367,586
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.869 4.816 4.573
R3 4.738 4.685 4.537
R2 4.607 4.607 4.525
R1 4.554 4.554 4.513 4.581
PP 4.476 4.476 4.476 4.489
S1 4.423 4.423 4.489 4.450
S2 4.345 4.345 4.477
S3 4.214 4.292 4.465
S4 4.083 4.161 4.429
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.757 5.622 4.948
R3 5.385 5.250 4.845
R2 5.013 5.013 4.811
R1 4.878 4.878 4.777 4.946
PP 4.641 4.641 4.641 4.675
S1 4.506 4.506 4.709 4.574
S2 4.269 4.269 4.675
S3 3.897 4.134 4.641
S4 3.525 3.762 4.538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.823 4.398 0.425 9.4% 0.176 3.9% 24% False True 95,225
10 4.823 4.377 0.446 9.9% 0.152 3.4% 28% False False 89,523
20 4.823 4.220 0.603 13.4% 0.150 3.3% 47% False False 68,700
40 4.823 3.980 0.843 18.7% 0.153 3.4% 62% False False 54,216
60 4.823 3.890 0.933 20.7% 0.154 3.4% 65% False False 43,345
80 4.823 3.854 0.969 21.5% 0.142 3.1% 67% False False 35,647
100 4.823 3.854 0.969 21.5% 0.134 3.0% 67% False False 30,365
120 5.087 3.854 1.233 27.4% 0.127 2.8% 52% False False 26,255
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.872
1.618 4.741
1.000 4.660
0.618 4.610
HIGH 4.529
0.618 4.479
0.500 4.464
0.382 4.448
LOW 4.398
0.618 4.317
1.000 4.267
1.618 4.186
2.618 4.055
4.250 3.841
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 4.489 4.611
PP 4.476 4.574
S1 4.464 4.538

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

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