NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 4.532 4.536 0.004 0.1% 4.570
High 4.575 4.538 -0.037 -0.8% 4.777
Low 4.443 4.375 -0.068 -1.5% 4.447
Close 4.547 4.384 -0.163 -3.6% 4.753
Range 0.132 0.163 0.031 23.5% 0.330
ATR 0.142 0.144 0.002 1.5% 0.000
Volume 18,554 22,648 4,094 22.1% 69,874
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.921 4.816 4.474
R3 4.758 4.653 4.429
R2 4.595 4.595 4.414
R1 4.490 4.490 4.399 4.461
PP 4.432 4.432 4.432 4.418
S1 4.327 4.327 4.369 4.298
S2 4.269 4.269 4.354
S3 4.106 4.164 4.339
S4 3.943 4.001 4.294
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 4.375 0.447 10.2% 0.161 3.7% 2% False True 22,909
10 4.822 4.375 0.447 10.2% 0.139 3.2% 2% False True 21,938
20 4.822 4.269 0.553 12.6% 0.136 3.1% 21% False False 19,502
40 4.822 4.020 0.802 18.3% 0.134 3.1% 45% False False 13,963
60 4.822 3.919 0.903 20.6% 0.133 3.0% 51% False False 11,153
80 4.822 3.882 0.940 21.4% 0.123 2.8% 53% False False 9,123
100 4.822 3.882 0.940 21.4% 0.115 2.6% 53% False False 7,711
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.231
2.618 4.965
1.618 4.802
1.000 4.701
0.618 4.639
HIGH 4.538
0.618 4.476
0.500 4.457
0.382 4.437
LOW 4.375
0.618 4.274
1.000 4.212
1.618 4.111
2.618 3.948
4.250 3.682
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 4.457 4.518
PP 4.432 4.473
S1 4.408 4.429

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

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