NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 4.837 4.698 -0.139 -2.9% 4.604
High 4.850 4.698 -0.152 -3.1% 4.805
Low 4.653 4.517 -0.136 -2.9% 4.498
Close 4.670 4.580 -0.090 -1.9% 4.787
Range 0.197 0.181 -0.016 -8.1% 0.307
ATR 0.133 0.136 0.003 2.6% 0.000
Volume 11,865 8,117 -3,748 -31.6% 26,490
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.141 5.042 4.680
R3 4.960 4.861 4.630
R2 4.779 4.779 4.613
R1 4.680 4.680 4.597 4.639
PP 4.598 4.598 4.598 4.578
S1 4.499 4.499 4.563 4.458
S2 4.417 4.417 4.547
S3 4.236 4.318 4.530
S4 4.055 4.137 4.480
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 4.850 4.517 0.333 7.3% 0.148 3.2% 19% False True 8,539
10 4.850 4.412 0.438 9.6% 0.131 2.9% 38% False False 8,519
20 4.850 4.223 0.627 13.7% 0.129 2.8% 57% False False 7,092
40 4.850 4.078 0.772 16.9% 0.130 2.8% 65% False False 5,825
60 4.850 3.980 0.870 19.0% 0.129 2.8% 69% False False 4,625
80 4.850 3.942 0.908 19.8% 0.117 2.6% 70% False False 3,841
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.467
2.618 5.172
1.618 4.991
1.000 4.879
0.618 4.810
HIGH 4.698
0.618 4.629
0.500 4.608
0.382 4.586
LOW 4.517
0.618 4.405
1.000 4.336
1.618 4.224
2.618 4.043
4.250 3.748
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 4.608 4.684
PP 4.598 4.649
S1 4.589 4.615

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

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