NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 4.646 4.746 0.100 2.2% 4.604
High 4.752 4.805 0.053 1.1% 4.805
Low 4.607 4.708 0.101 2.2% 4.498
Close 4.739 4.787 0.048 1.0% 4.787
Range 0.145 0.097 -0.048 -33.1% 0.307
ATR 0.130 0.128 -0.002 -1.8% 0.000
Volume 7,505 9,970 2,465 32.8% 26,490
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.058 5.019 4.840
R3 4.961 4.922 4.814
R2 4.864 4.864 4.805
R1 4.825 4.825 4.796 4.845
PP 4.767 4.767 4.767 4.776
S1 4.728 4.728 4.778 4.748
S2 4.670 4.670 4.769
S3 4.573 4.631 4.760
S4 4.476 4.534 4.734
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.618 5.509 4.956
R3 5.311 5.202 4.871
R2 5.004 5.004 4.843
R1 4.895 4.895 4.815 4.950
PP 4.697 4.697 4.697 4.724
S1 4.588 4.588 4.759 4.643
S2 4.390 4.390 4.731
S3 4.083 4.281 4.703
S4 3.776 3.974 4.618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.805 4.475 0.330 6.9% 0.115 2.4% 95% True False 7,345
10 4.805 4.364 0.441 9.2% 0.116 2.4% 96% True False 8,150
20 4.805 4.172 0.633 13.2% 0.118 2.5% 97% True False 6,457
40 4.805 4.078 0.727 15.2% 0.126 2.6% 98% True False 5,442
60 4.805 3.980 0.825 17.2% 0.128 2.7% 98% True False 4,350
80 4.805 3.942 0.863 18.0% 0.115 2.4% 98% True False 3,614
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.217
2.618 5.059
1.618 4.962
1.000 4.902
0.618 4.865
HIGH 4.805
0.618 4.768
0.500 4.757
0.382 4.745
LOW 4.708
0.618 4.648
1.000 4.611
1.618 4.551
2.618 4.454
4.250 4.296
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 4.777 4.747
PP 4.767 4.707
S1 4.757 4.667

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

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