NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 4.574 4.550 -0.024 -0.5% 4.100
High 4.630 4.555 -0.075 -1.6% 4.433
Low 4.490 4.382 -0.108 -2.4% 4.070
Close 4.588 4.406 -0.182 -4.0% 4.401
Range 0.140 0.173 0.033 23.6% 0.363
ATR 0.146 0.150 0.004 2.9% 0.000
Volume 43,305 41,301 -2,004 -4.6% 65,320
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.967 4.859 4.501
R3 4.794 4.686 4.454
R2 4.621 4.621 4.438
R1 4.513 4.513 4.422 4.481
PP 4.448 4.448 4.448 4.431
S1 4.340 4.340 4.390 4.308
S2 4.275 4.275 4.374
S3 4.102 4.167 4.358
S4 3.929 3.994 4.311
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.390 5.259 4.601
R3 5.027 4.896 4.501
R2 4.664 4.664 4.468
R1 4.533 4.533 4.434 4.599
PP 4.301 4.301 4.301 4.334
S1 4.170 4.170 4.368 4.236
S2 3.938 3.938 4.334
S3 3.575 3.807 4.301
S4 3.212 3.444 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.630 4.238 0.392 8.9% 0.138 3.1% 43% False False 26,679
10 4.630 4.029 0.601 13.6% 0.135 3.1% 63% False False 20,199
20 4.630 3.980 0.650 14.8% 0.151 3.4% 66% False False 24,166
40 4.630 3.879 0.751 17.0% 0.147 3.3% 70% False False 21,776
60 4.630 3.848 0.782 17.7% 0.136 3.1% 71% False False 18,796
80 4.630 3.848 0.782 17.7% 0.125 2.8% 71% False False 16,183
100 4.791 3.848 0.943 21.4% 0.117 2.7% 59% False False 14,082
120 5.116 3.848 1.268 28.8% 0.112 2.5% 44% False False 12,483
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 0.033
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.290
2.618 5.008
1.618 4.835
1.000 4.728
0.618 4.662
HIGH 4.555
0.618 4.489
0.500 4.469
0.382 4.448
LOW 4.382
0.618 4.275
1.000 4.209
1.618 4.102
2.618 3.929
4.250 3.647
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 4.469 4.506
PP 4.448 4.473
S1 4.427 4.439

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

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