NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 4.546 4.628 0.082 1.8% 4.202
High 4.655 4.691 0.036 0.8% 4.497
Low 4.546 4.560 0.014 0.3% 4.172
Close 4.639 4.657 0.018 0.4% 4.475
Range 0.109 0.131 0.022 20.2% 0.325
ATR 0.130 0.130 0.000 0.1% 0.000
Volume 2,649 7,141 4,492 169.6% 14,911
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.029 4.974 4.729
R3 4.898 4.843 4.693
R2 4.767 4.767 4.681
R1 4.712 4.712 4.669 4.740
PP 4.636 4.636 4.636 4.650
S1 4.581 4.581 4.645 4.609
S2 4.505 4.505 4.633
S3 4.374 4.450 4.621
S4 4.243 4.319 4.585
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.241 4.654
R3 5.031 4.916 4.564
R2 4.706 4.706 4.535
R1 4.591 4.591 4.505 4.649
PP 4.381 4.381 4.381 4.410
S1 4.266 4.266 4.445 4.324
S2 4.056 4.056 4.415
S3 3.731 3.941 4.386
S4 3.406 3.616 4.296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.691 4.296 0.395 8.5% 0.112 2.4% 91% True False 3,963
10 4.691 4.126 0.565 12.1% 0.114 2.4% 94% True False 3,969
20 4.691 4.078 0.613 13.2% 0.130 2.8% 94% True False 4,688
40 4.691 3.980 0.711 15.3% 0.128 2.8% 95% True False 3,648
60 4.691 3.942 0.749 16.1% 0.118 2.5% 95% True False 2,958
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.248
2.618 5.034
1.618 4.903
1.000 4.822
0.618 4.772
HIGH 4.691
0.618 4.641
0.500 4.626
0.382 4.610
LOW 4.560
0.618 4.479
1.000 4.429
1.618 4.348
2.618 4.217
4.250 4.003
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 4.647 4.616
PP 4.636 4.575
S1 4.626 4.534

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

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