NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 4.486 4.470 -0.016 -0.4% 4.476
High 4.528 4.492 -0.036 -0.8% 4.630
Low 4.433 4.380 -0.053 -1.2% 4.284
Close 4.522 4.420 -0.102 -2.3% 4.390
Range 0.095 0.112 0.017 17.9% 0.346
ATR 0.147 0.147 0.000 -0.3% 0.000
Volume 33,964 42,623 8,659 25.5% 191,352
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.767 4.705 4.482
R3 4.655 4.593 4.451
R2 4.543 4.543 4.441
R1 4.481 4.481 4.430 4.456
PP 4.431 4.431 4.431 4.418
S1 4.369 4.369 4.410 4.344
S2 4.319 4.319 4.399
S3 4.207 4.257 4.389
S4 4.095 4.145 4.358
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 4.528 4.284 0.244 5.5% 0.122 2.8% 56% False False 40,628
10 4.630 4.284 0.346 7.8% 0.140 3.2% 39% False False 36,682
20 4.630 3.980 0.650 14.7% 0.145 3.3% 68% False False 27,274
40 4.630 3.940 0.690 15.6% 0.147 3.3% 70% False False 25,253
60 4.630 3.848 0.782 17.7% 0.142 3.2% 73% False False 21,870
80 4.630 3.848 0.782 17.7% 0.126 2.9% 73% False False 18,653
100 4.630 3.848 0.782 17.7% 0.120 2.7% 73% False False 16,329
120 5.116 3.848 1.268 28.7% 0.115 2.6% 45% False False 14,413
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 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.968
2.618 4.785
1.618 4.673
1.000 4.604
0.618 4.561
HIGH 4.492
0.618 4.449
0.500 4.436
0.382 4.423
LOW 4.380
0.618 4.311
1.000 4.268
1.618 4.199
2.618 4.087
4.250 3.904
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 4.436 4.425
PP 4.431 4.423
S1 4.425 4.422

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

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