NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 4.574 4.689 0.115 2.5% 4.500
High 4.684 4.749 0.065 1.4% 4.749
Low 4.531 4.640 0.109 2.4% 4.405
Close 4.677 4.720 0.043 0.9% 4.720
Range 0.153 0.109 -0.044 -28.8% 0.344
ATR 0.144 0.142 -0.003 -1.7% 0.000
Volume 31,615 60,035 28,420 89.9% 148,374
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.030 4.984 4.780
R3 4.921 4.875 4.750
R2 4.812 4.812 4.740
R1 4.766 4.766 4.730 4.789
PP 4.703 4.703 4.703 4.715
S1 4.657 4.657 4.710 4.680
S2 4.594 4.594 4.700
S3 4.485 4.548 4.690
S4 4.376 4.439 4.660
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.657 5.532 4.909
R3 5.313 5.188 4.815
R2 4.969 4.969 4.783
R1 4.844 4.844 4.752 4.907
PP 4.625 4.625 4.625 4.656
S1 4.500 4.500 4.688 4.563
S2 4.281 4.281 4.657
S3 3.937 4.156 4.625
S4 3.593 3.812 4.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.749 4.380 0.369 7.8% 0.129 2.7% 92% True False 38,199
10 4.749 4.284 0.465 9.9% 0.126 2.7% 94% True False 39,413
20 4.749 4.070 0.679 14.4% 0.133 2.8% 96% True False 31,254
40 4.749 3.980 0.769 16.3% 0.143 3.0% 96% True False 27,860
60 4.749 3.879 0.870 18.4% 0.144 3.0% 97% True False 24,310
80 4.749 3.848 0.901 19.1% 0.129 2.7% 97% True False 20,614
100 4.749 3.848 0.901 19.1% 0.122 2.6% 97% True False 17,923
120 5.037 3.848 1.189 25.2% 0.116 2.5% 73% False False 15,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.212
2.618 5.034
1.618 4.925
1.000 4.858
0.618 4.816
HIGH 4.749
0.618 4.707
0.500 4.695
0.382 4.682
LOW 4.640
0.618 4.573
1.000 4.531
1.618 4.464
2.618 4.355
4.250 4.177
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 4.712 4.678
PP 4.703 4.635
S1 4.695 4.593

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

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