NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 4.379 4.395 0.016 0.4% 4.804
High 4.421 4.512 0.091 2.1% 4.822
Low 4.320 4.346 0.026 0.6% 4.320
Close 4.384 4.470 0.086 2.0% 4.384
Range 0.101 0.166 0.065 64.4% 0.502
ATR 0.141 0.143 0.002 1.3% 0.000
Volume 18,822 15,159 -3,663 -19.5% 107,208
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.941 4.871 4.561
R3 4.775 4.705 4.516
R2 4.609 4.609 4.500
R1 4.539 4.539 4.485 4.574
PP 4.443 4.443 4.443 4.460
S1 4.373 4.373 4.455 4.408
S2 4.277 4.277 4.440
S3 4.111 4.207 4.424
S4 3.945 4.041 4.379
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.015 5.701 4.660
R3 5.513 5.199 4.522
R2 5.011 5.011 4.476
R1 4.697 4.697 4.430 4.603
PP 4.509 4.509 4.509 4.462
S1 4.195 4.195 4.338 4.101
S2 4.007 4.007 4.292
S3 3.505 3.693 4.246
S4 3.003 3.191 4.108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.660 4.320 0.340 7.6% 0.150 3.4% 44% False False 19,010
10 4.822 4.320 0.502 11.2% 0.145 3.2% 30% False False 19,224
20 4.822 4.320 0.502 11.2% 0.138 3.1% 30% False False 20,558
40 4.822 4.020 0.802 17.9% 0.135 3.0% 56% False False 14,460
60 4.822 3.919 0.903 20.2% 0.134 3.0% 61% False False 11,607
80 4.822 3.882 0.940 21.0% 0.125 2.8% 63% False False 9,471
100 4.822 3.882 0.940 21.0% 0.116 2.6% 63% False False 8,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.218
2.618 4.947
1.618 4.781
1.000 4.678
0.618 4.615
HIGH 4.512
0.618 4.449
0.500 4.429
0.382 4.409
LOW 4.346
0.618 4.243
1.000 4.180
1.618 4.077
2.618 3.911
4.250 3.641
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 4.456 4.456
PP 4.443 4.443
S1 4.429 4.429

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

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