NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 4.604 4.528 -0.076 -1.7% 4.490
High 4.611 4.646 0.035 0.8% 4.613
Low 4.498 4.528 0.030 0.7% 4.389
Close 4.541 4.643 0.102 2.2% 4.574
Range 0.113 0.118 0.005 4.4% 0.224
ATR 0.130 0.129 -0.001 -0.7% 0.000
Volume 3,777 5,238 1,461 38.7% 47,573
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.960 4.919 4.708
R3 4.842 4.801 4.675
R2 4.724 4.724 4.665
R1 4.683 4.683 4.654 4.704
PP 4.606 4.606 4.606 4.616
S1 4.565 4.565 4.632 4.586
S2 4.488 4.488 4.621
S3 4.370 4.447 4.611
S4 4.252 4.329 4.578
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.197 5.110 4.697
R3 4.973 4.886 4.636
R2 4.749 4.749 4.615
R1 4.662 4.662 4.595 4.706
PP 4.525 4.525 4.525 4.547
S1 4.438 4.438 4.553 4.482
S2 4.301 4.301 4.533
S3 4.077 4.214 4.512
S4 3.853 3.990 4.451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.646 4.475 0.171 3.7% 0.105 2.3% 98% True False 7,810
10 4.646 4.364 0.282 6.1% 0.125 2.7% 99% True False 8,248
20 4.691 4.126 0.565 12.2% 0.119 2.6% 92% False False 6,108
40 4.691 4.078 0.613 13.2% 0.126 2.7% 92% False False 5,129
60 4.691 3.942 0.749 16.1% 0.127 2.7% 94% False False 4,108
80 4.691 3.942 0.749 16.1% 0.113 2.4% 94% False False 3,432
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 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.148
2.618 4.955
1.618 4.837
1.000 4.764
0.618 4.719
HIGH 4.646
0.618 4.601
0.500 4.587
0.382 4.573
LOW 4.528
0.618 4.455
1.000 4.410
1.618 4.337
2.618 4.219
4.250 4.027
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 4.624 4.616
PP 4.606 4.588
S1 4.587 4.561

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

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