NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 4.804 4.637 -0.167 -3.5% 4.570
High 4.822 4.660 -0.162 -3.4% 4.777
Low 4.610 4.471 -0.139 -3.0% 4.447
Close 4.633 4.540 -0.093 -2.0% 4.753
Range 0.212 0.189 -0.023 -10.8% 0.330
ATR 0.139 0.143 0.004 2.5% 0.000
Volume 27,313 19,871 -7,442 -27.2% 69,874
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.124 5.021 4.644
R3 4.935 4.832 4.592
R2 4.746 4.746 4.575
R1 4.643 4.643 4.557 4.600
PP 4.557 4.557 4.557 4.536
S1 4.454 4.454 4.523 4.411
S2 4.368 4.368 4.505
S3 4.179 4.265 4.488
S4 3.990 4.076 4.436
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.649 5.531 4.935
R3 5.319 5.201 4.844
R2 4.989 4.989 4.814
R1 4.871 4.871 4.783 4.930
PP 4.659 4.659 4.659 4.689
S1 4.541 4.541 4.723 4.600
S2 4.329 4.329 4.693
S3 3.999 4.211 4.662
S4 3.669 3.881 4.572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.822 4.471 0.351 7.7% 0.152 3.4% 20% False True 21,075
10 4.822 4.360 0.462 10.2% 0.136 3.0% 39% False False 22,402
20 4.822 4.175 0.647 14.3% 0.135 3.0% 56% False False 17,897
40 4.822 4.020 0.802 17.7% 0.136 3.0% 65% False False 13,248
60 4.822 3.919 0.903 19.9% 0.134 3.0% 69% False False 10,637
80 4.822 3.882 0.940 20.7% 0.121 2.7% 70% False False 8,684
100 4.822 3.882 0.940 20.7% 0.114 2.5% 70% False False 7,374
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.463
2.618 5.155
1.618 4.966
1.000 4.849
0.618 4.777
HIGH 4.660
0.618 4.588
0.500 4.566
0.382 4.543
LOW 4.471
0.618 4.354
1.000 4.282
1.618 4.165
2.618 3.976
4.250 3.668
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 4.566 4.647
PP 4.557 4.611
S1 4.549 4.576

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

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