NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 4.480 4.322 -0.158 -3.5% 4.796
High 4.499 4.369 -0.130 -2.9% 4.823
Low 4.310 4.252 -0.058 -1.3% 4.252
Close 4.319 4.323 0.004 0.1% 4.323
Range 0.189 0.117 -0.072 -38.1% 0.571
ATR 0.161 0.158 -0.003 -2.0% 0.000
Volume 127,148 85,211 -41,937 -33.0% 486,863
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.666 4.611 4.387
R3 4.549 4.494 4.355
R2 4.432 4.432 4.344
R1 4.377 4.377 4.334 4.405
PP 4.315 4.315 4.315 4.328
S1 4.260 4.260 4.312 4.288
S2 4.198 4.198 4.302
S3 4.081 4.143 4.291
S4 3.964 4.026 4.259
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.179 5.822 4.637
R3 5.608 5.251 4.480
R2 5.037 5.037 4.428
R1 4.680 4.680 4.375 4.573
PP 4.466 4.466 4.466 4.413
S1 4.109 4.109 4.271 4.002
S2 3.895 3.895 4.218
S3 3.324 3.538 4.166
S4 2.753 2.967 4.009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.823 4.252 0.571 13.2% 0.180 4.2% 12% False True 97,372
10 4.823 4.252 0.571 13.2% 0.161 3.7% 12% False True 96,271
20 4.823 4.252 0.571 13.2% 0.154 3.6% 12% False True 77,010
40 4.823 3.980 0.843 19.5% 0.155 3.6% 41% False False 58,437
60 4.823 3.890 0.933 21.6% 0.152 3.5% 46% False False 46,155
80 4.823 3.854 0.969 22.4% 0.144 3.3% 48% False False 38,033
100 4.823 3.854 0.969 22.4% 0.135 3.1% 48% False False 32,370
120 4.918 3.854 1.064 24.6% 0.128 3.0% 44% False False 27,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 4.866
2.618 4.675
1.618 4.558
1.000 4.486
0.618 4.441
HIGH 4.369
0.618 4.324
0.500 4.311
0.382 4.297
LOW 4.252
0.618 4.180
1.000 4.135
1.618 4.063
2.618 3.946
4.250 3.755
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 4.319 4.391
PP 4.315 4.368
S1 4.311 4.346

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

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