NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 4.336 4.360 0.024 0.6% 4.476
High 4.404 4.419 0.015 0.3% 4.630
Low 4.284 4.302 0.018 0.4% 4.284
Close 4.390 4.379 -0.011 -0.3% 4.390
Range 0.120 0.117 -0.003 -2.5% 0.346
ATR 0.153 0.150 -0.003 -1.7% 0.000
Volume 43,679 46,424 2,745 6.3% 191,352
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.718 4.665 4.443
R3 4.601 4.548 4.411
R2 4.484 4.484 4.400
R1 4.431 4.431 4.390 4.458
PP 4.367 4.367 4.367 4.380
S1 4.314 4.314 4.368 4.341
S2 4.250 4.250 4.358
S3 4.133 4.197 4.347
S4 4.016 4.080 4.315
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.473 5.277 4.580
R3 5.127 4.931 4.485
R2 4.781 4.781 4.453
R1 4.585 4.585 4.422 4.510
PP 4.435 4.435 4.435 4.397
S1 4.239 4.239 4.358 4.164
S2 4.089 4.089 4.327
S3 3.743 3.893 4.295
S4 3.397 3.547 4.200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.630 4.284 0.346 7.9% 0.153 3.5% 27% False False 43,965
10 4.630 4.132 0.498 11.4% 0.142 3.2% 50% False False 29,036
20 4.630 3.980 0.650 14.8% 0.147 3.4% 61% False False 25,213
40 4.630 3.879 0.751 17.2% 0.146 3.3% 67% False False 23,624
60 4.630 3.848 0.782 17.9% 0.139 3.2% 68% False False 20,535
80 4.630 3.848 0.782 17.9% 0.126 2.9% 68% False False 17,589
100 4.750 3.848 0.902 20.6% 0.119 2.7% 59% False False 15,312
120 5.116 3.848 1.268 29.0% 0.114 2.6% 42% False False 13,542
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.916
2.618 4.725
1.618 4.608
1.000 4.536
0.618 4.491
HIGH 4.419
0.618 4.374
0.500 4.361
0.382 4.347
LOW 4.302
0.618 4.230
1.000 4.185
1.618 4.113
2.618 3.996
4.250 3.805
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 4.373 4.412
PP 4.367 4.401
S1 4.361 4.390

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

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