NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 4.500 4.437 -0.063 -1.4% 4.360
High 4.535 4.578 0.043 0.9% 4.528
Low 4.405 4.437 0.032 0.7% 4.302
Close 4.450 4.570 0.120 2.7% 4.484
Range 0.130 0.141 0.011 8.5% 0.226
ATR 0.144 0.143 0.000 -0.1% 0.000
Volume 27,424 29,300 1,876 6.8% 202,084
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.951 4.902 4.648
R3 4.810 4.761 4.609
R2 4.669 4.669 4.596
R1 4.620 4.620 4.583 4.645
PP 4.528 4.528 4.528 4.541
S1 4.479 4.479 4.557 4.504
S2 4.387 4.387 4.544
S3 4.246 4.338 4.531
S4 4.105 4.197 4.492
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.116 5.026 4.608
R3 4.890 4.800 4.546
R2 4.664 4.664 4.525
R1 4.574 4.574 4.505 4.619
PP 4.438 4.438 4.438 4.461
S1 4.348 4.348 4.463 4.393
S2 4.212 4.212 4.443
S3 3.986 4.122 4.422
S4 3.760 3.896 4.360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.578 4.380 0.198 4.3% 0.118 2.6% 96% True False 35,186
10 4.578 4.284 0.294 6.4% 0.139 3.0% 97% True False 38,890
20 4.630 4.029 0.601 13.2% 0.136 3.0% 90% False False 28,426
40 4.630 3.980 0.650 14.2% 0.143 3.1% 91% False False 26,558
60 4.630 3.848 0.782 17.1% 0.143 3.1% 92% False False 23,073
80 4.630 3.848 0.782 17.1% 0.128 2.8% 92% False False 19,648
100 4.630 3.848 0.782 17.1% 0.122 2.7% 92% False False 17,120
120 5.116 3.848 1.268 27.7% 0.116 2.5% 57% False False 15,107
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 0.038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.177
2.618 4.947
1.618 4.806
1.000 4.719
0.618 4.665
HIGH 4.578
0.618 4.524
0.500 4.508
0.382 4.491
LOW 4.437
0.618 4.350
1.000 4.296
1.618 4.209
2.618 4.068
4.250 3.838
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 4.549 4.540
PP 4.528 4.509
S1 4.508 4.479

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

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