NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 4.638 4.725 0.087 1.9% 4.275
High 4.710 4.745 0.035 0.7% 4.560
Low 4.621 4.618 -0.003 -0.1% 4.234
Close 4.697 4.712 0.015 0.3% 4.541
Range 0.089 0.127 0.038 42.7% 0.326
ATR 0.125 0.125 0.000 0.1% 0.000
Volume 2,355 4,966 2,611 110.9% 11,821
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.073 5.019 4.782
R3 4.946 4.892 4.747
R2 4.819 4.819 4.735
R1 4.765 4.765 4.724 4.729
PP 4.692 4.692 4.692 4.673
S1 4.638 4.638 4.700 4.602
S2 4.565 4.565 4.689
S3 4.438 4.511 4.677
S4 4.311 4.384 4.642
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 4.745 4.363 0.382 8.1% 0.102 2.2% 91% True False 3,151
10 4.745 4.197 0.548 11.6% 0.108 2.3% 94% True False 2,844
20 4.745 4.147 0.598 12.7% 0.122 2.6% 94% True False 3,096
40 4.745 4.043 0.702 14.9% 0.119 2.5% 95% True False 2,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.285
2.618 5.077
1.618 4.950
1.000 4.872
0.618 4.823
HIGH 4.745
0.618 4.696
0.500 4.682
0.382 4.667
LOW 4.618
0.618 4.540
1.000 4.491
1.618 4.413
2.618 4.286
4.250 4.078
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 4.702 4.676
PP 4.692 4.639
S1 4.682 4.603

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

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