NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 4.602 4.544 -0.058 -1.3% 4.124
High 4.654 4.569 -0.085 -1.8% 4.462
Low 4.520 4.418 -0.102 -2.3% 4.110
Close 4.618 4.440 -0.178 -3.9% 4.434
Range 0.134 0.151 0.017 12.7% 0.352
ATR 0.136 0.140 0.005 3.4% 0.000
Volume 15,393 25,606 10,213 66.3% 26,890
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.929 4.835 4.523
R3 4.778 4.684 4.482
R2 4.627 4.627 4.468
R1 4.533 4.533 4.454 4.505
PP 4.476 4.476 4.476 4.461
S1 4.382 4.382 4.426 4.354
S2 4.325 4.325 4.412
S3 4.174 4.231 4.398
S4 4.023 4.080 4.357
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.391 5.265 4.628
R3 5.039 4.913 4.531
R2 4.687 4.687 4.499
R1 4.561 4.561 4.466 4.624
PP 4.335 4.335 4.335 4.367
S1 4.209 4.209 4.402 4.272
S2 3.983 3.983 4.369
S3 3.631 3.857 4.337
S4 3.279 3.505 4.240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.654 4.269 0.385 8.7% 0.126 2.8% 44% False False 11,859
10 4.654 4.066 0.588 13.2% 0.123 2.8% 64% False False 8,667
20 4.654 4.020 0.634 14.3% 0.136 3.1% 66% False False 9,381
40 4.654 3.919 0.735 16.6% 0.134 3.0% 71% False False 8,004
60 4.654 3.882 0.772 17.4% 0.124 2.8% 72% False False 6,380
80 4.654 3.882 0.772 17.4% 0.113 2.5% 72% False False 5,392
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 0.027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.211
2.618 4.964
1.618 4.813
1.000 4.720
0.618 4.662
HIGH 4.569
0.618 4.511
0.500 4.494
0.382 4.476
LOW 4.418
0.618 4.325
1.000 4.267
1.618 4.174
2.618 4.023
4.250 3.776
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 4.494 4.536
PP 4.476 4.504
S1 4.458 4.472

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

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