NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 4.380 4.525 0.145 3.3% 4.510
High 4.530 4.566 0.036 0.8% 4.654
Low 4.360 4.473 0.113 2.6% 4.321
Close 4.508 4.562 0.054 1.2% 4.430
Range 0.170 0.093 -0.077 -45.3% 0.333
ATR 0.143 0.140 -0.004 -2.5% 0.000
Volume 23,657 22,176 -1,481 -6.3% 86,009
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.813 4.780 4.613
R3 4.720 4.687 4.588
R2 4.627 4.627 4.579
R1 4.594 4.594 4.571 4.611
PP 4.534 4.534 4.534 4.542
S1 4.501 4.501 4.553 4.518
S2 4.441 4.441 4.545
S3 4.348 4.408 4.536
S4 4.255 4.315 4.511
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.467 5.282 4.613
R3 5.134 4.949 4.522
R2 4.801 4.801 4.491
R1 4.616 4.616 4.461 4.542
PP 4.468 4.468 4.468 4.432
S1 4.283 4.283 4.399 4.209
S2 4.135 4.135 4.369
S3 3.802 3.950 4.338
S4 3.469 3.617 4.247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.566 4.321 0.245 5.4% 0.141 3.1% 98% True False 22,274
10 4.654 4.269 0.385 8.4% 0.133 2.9% 76% False False 17,066
20 4.654 4.020 0.634 13.9% 0.133 2.9% 85% False False 11,858
40 4.654 3.978 0.676 14.8% 0.134 2.9% 86% False False 9,876
60 4.654 3.882 0.772 16.9% 0.130 2.9% 88% False False 7,989
80 4.654 3.882 0.772 16.9% 0.115 2.5% 88% False False 6,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.034
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.961
2.618 4.809
1.618 4.716
1.000 4.659
0.618 4.623
HIGH 4.566
0.618 4.530
0.500 4.520
0.382 4.509
LOW 4.473
0.618 4.416
1.000 4.380
1.618 4.323
2.618 4.230
4.250 4.078
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 4.548 4.526
PP 4.534 4.490
S1 4.520 4.454

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

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