NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 4.698 4.576 -0.122 -2.6% 4.604
High 4.698 4.614 -0.084 -1.8% 4.805
Low 4.517 4.483 -0.034 -0.8% 4.498
Close 4.580 4.587 0.007 0.2% 4.787
Range 0.181 0.131 -0.050 -27.6% 0.307
ATR 0.136 0.136 0.000 -0.3% 0.000
Volume 8,117 7,386 -731 -9.0% 26,490
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.954 4.902 4.659
R3 4.823 4.771 4.623
R2 4.692 4.692 4.611
R1 4.640 4.640 4.599 4.666
PP 4.561 4.561 4.561 4.575
S1 4.509 4.509 4.575 4.535
S2 4.430 4.430 4.563
S3 4.299 4.378 4.551
S4 4.168 4.247 4.515
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 4.483 0.367 8.0% 0.150 3.3% 28% False True 8,968
10 4.850 4.475 0.375 8.2% 0.128 2.8% 30% False False 8,389
20 4.850 4.296 0.554 12.1% 0.128 2.8% 53% False False 7,357
40 4.850 4.078 0.772 16.8% 0.127 2.8% 66% False False 5,993
60 4.850 3.980 0.870 19.0% 0.129 2.8% 70% False False 4,726
80 4.850 3.942 0.908 19.8% 0.119 2.6% 71% False False 3,916
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.171
2.618 4.957
1.618 4.826
1.000 4.745
0.618 4.695
HIGH 4.614
0.618 4.564
0.500 4.549
0.382 4.533
LOW 4.483
0.618 4.402
1.000 4.352
1.618 4.271
2.618 4.140
4.250 3.926
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 4.574 4.667
PP 4.561 4.640
S1 4.549 4.614

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

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