NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 4.488 4.480 -0.008 -0.2% 4.511
High 4.529 4.499 -0.030 -0.7% 4.776
Low 4.398 4.310 -0.088 -2.0% 4.404
Close 4.501 4.319 -0.182 -4.0% 4.743
Range 0.131 0.189 0.058 44.3% 0.372
ATR 0.159 0.161 0.002 1.4% 0.000
Volume 97,070 127,148 30,078 31.0% 367,586
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.943 4.820 4.423
R3 4.754 4.631 4.371
R2 4.565 4.565 4.354
R1 4.442 4.442 4.336 4.409
PP 4.376 4.376 4.376 4.360
S1 4.253 4.253 4.302 4.220
S2 4.187 4.187 4.284
S3 3.998 4.064 4.267
S4 3.809 3.875 4.215
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 4.310 0.513 11.9% 0.181 4.2% 2% False True 97,831
10 4.823 4.310 0.513 11.9% 0.161 3.7% 2% False True 94,719
20 4.823 4.248 0.575 13.3% 0.154 3.6% 12% False False 74,136
40 4.823 3.980 0.843 19.5% 0.155 3.6% 40% False False 56,873
60 4.823 3.890 0.933 21.6% 0.153 3.5% 46% False False 45,036
80 4.823 3.854 0.969 22.4% 0.143 3.3% 48% False False 37,098
100 4.823 3.854 0.969 22.4% 0.135 3.1% 48% False False 31,565
120 5.063 3.854 1.209 28.0% 0.128 3.0% 38% False False 27,254
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.302
2.618 4.994
1.618 4.805
1.000 4.688
0.618 4.616
HIGH 4.499
0.618 4.427
0.500 4.405
0.382 4.382
LOW 4.310
0.618 4.193
1.000 4.121
1.618 4.004
2.618 3.815
4.250 3.507
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 4.405 4.473
PP 4.376 4.422
S1 4.348 4.370

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

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