NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 4.488 4.638 0.150 3.3% 4.275
High 4.560 4.710 0.150 3.3% 4.560
Low 4.461 4.621 0.160 3.6% 4.234
Close 4.541 4.697 0.156 3.4% 4.541
Range 0.099 0.089 -0.010 -10.1% 0.326
ATR 0.121 0.125 0.003 2.8% 0.000
Volume 2,987 2,355 -632 -21.2% 11,821
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.943 4.909 4.746
R3 4.854 4.820 4.721
R2 4.765 4.765 4.713
R1 4.731 4.731 4.705 4.748
PP 4.676 4.676 4.676 4.685
S1 4.642 4.642 4.689 4.659
S2 4.587 4.587 4.681
S3 4.498 4.553 4.673
S4 4.409 4.464 4.648
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.423 5.308 4.720
R3 5.097 4.982 4.631
R2 4.771 4.771 4.601
R1 4.656 4.656 4.571 4.714
PP 4.445 4.445 4.445 4.474
S1 4.330 4.330 4.511 4.388
S2 4.119 4.119 4.481
S3 3.793 4.004 4.451
S4 3.467 3.678 4.362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.710 4.290 0.420 8.9% 0.106 2.3% 97% True False 2,424
10 4.710 4.197 0.513 10.9% 0.115 2.5% 97% True False 2,740
20 4.710 4.147 0.563 12.0% 0.120 2.6% 98% True False 2,939
40 4.710 4.043 0.667 14.2% 0.118 2.5% 98% True False 2,323
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.088
2.618 4.943
1.618 4.854
1.000 4.799
0.618 4.765
HIGH 4.710
0.618 4.676
0.500 4.666
0.382 4.655
LOW 4.621
0.618 4.566
1.000 4.532
1.618 4.477
2.618 4.388
4.250 4.243
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 4.687 4.646
PP 4.676 4.596
S1 4.666 4.545

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

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