NYMEX Natural Gas Future May 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 4.525 4.523 -0.002 0.0% 4.510
High 4.566 4.532 -0.034 -0.7% 4.654
Low 4.473 4.425 -0.048 -1.1% 4.321
Close 4.562 4.463 -0.099 -2.2% 4.430
Range 0.093 0.107 0.014 15.1% 0.333
ATR 0.140 0.139 0.000 -0.1% 0.000
Volume 22,176 33,115 10,939 49.3% 86,009
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.794 4.736 4.522
R3 4.687 4.629 4.492
R2 4.580 4.580 4.483
R1 4.522 4.522 4.473 4.498
PP 4.473 4.473 4.473 4.461
S1 4.415 4.415 4.453 4.391
S2 4.366 4.366 4.443
S3 4.259 4.308 4.434
S4 4.152 4.201 4.404
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 5.5% 0.121 2.7% 58% False False 24,985
10 4.654 4.321 0.333 7.5% 0.132 3.0% 43% False False 19,736
20 4.654 4.020 0.634 14.2% 0.135 3.0% 70% False False 12,972
40 4.654 3.981 0.673 15.1% 0.134 3.0% 72% False False 10,582
60 4.654 3.882 0.772 17.3% 0.131 2.9% 75% False False 8,491
80 4.654 3.882 0.772 17.3% 0.115 2.6% 75% False False 7,037
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.987
2.618 4.812
1.618 4.705
1.000 4.639
0.618 4.598
HIGH 4.532
0.618 4.491
0.500 4.479
0.382 4.466
LOW 4.425
0.618 4.359
1.000 4.318
1.618 4.252
2.618 4.145
4.250 3.970
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 4.479 4.463
PP 4.473 4.463
S1 4.468 4.463

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

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