NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 4.360 4.357 -0.003 -0.1% 4.476
High 4.419 4.490 0.071 1.6% 4.630
Low 4.302 4.322 0.020 0.5% 4.284
Close 4.379 4.470 0.091 2.1% 4.390
Range 0.117 0.168 0.051 43.6% 0.346
ATR 0.150 0.151 0.001 0.9% 0.000
Volume 46,424 36,452 -9,972 -21.5% 191,352
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.931 4.869 4.562
R3 4.763 4.701 4.516
R2 4.595 4.595 4.501
R1 4.533 4.533 4.485 4.564
PP 4.427 4.427 4.427 4.443
S1 4.365 4.365 4.455 4.396
S2 4.259 4.259 4.439
S3 4.091 4.197 4.424
S4 3.923 4.029 4.378
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 4.555 4.284 0.271 6.1% 0.159 3.6% 69% False False 42,595
10 4.630 4.207 0.423 9.5% 0.141 3.2% 62% False False 31,948
20 4.630 3.980 0.650 14.5% 0.145 3.3% 75% False False 25,840
40 4.630 3.879 0.751 16.8% 0.147 3.3% 79% False False 24,032
60 4.630 3.848 0.782 17.5% 0.140 3.1% 80% False False 20,918
80 4.630 3.848 0.782 17.5% 0.127 2.8% 80% False False 17,870
100 4.630 3.848 0.782 17.5% 0.119 2.7% 80% False False 15,655
120 5.116 3.848 1.268 28.4% 0.115 2.6% 49% False False 13,822
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 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.204
2.618 4.930
1.618 4.762
1.000 4.658
0.618 4.594
HIGH 4.490
0.618 4.426
0.500 4.406
0.382 4.386
LOW 4.322
0.618 4.218
1.000 4.154
1.618 4.050
2.618 3.882
4.250 3.608
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 4.449 4.442
PP 4.427 4.415
S1 4.406 4.387

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

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