NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 4.725 4.653 -0.072 -1.5% 4.275
High 4.745 4.657 -0.088 -1.9% 4.560
Low 4.618 4.524 -0.094 -2.0% 4.234
Close 4.712 4.540 -0.172 -3.7% 4.541
Range 0.127 0.133 0.006 4.7% 0.326
ATR 0.125 0.129 0.005 3.6% 0.000
Volume 4,966 9,371 4,405 88.7% 11,821
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.973 4.889 4.613
R3 4.840 4.756 4.577
R2 4.707 4.707 4.564
R1 4.623 4.623 4.552 4.599
PP 4.574 4.574 4.574 4.561
S1 4.490 4.490 4.528 4.466
S2 4.441 4.441 4.516
S3 4.308 4.357 4.503
S4 4.175 4.224 4.467
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 4.380 0.365 8.0% 0.112 2.5% 44% False False 4,324
10 4.745 4.197 0.548 12.1% 0.109 2.4% 63% False False 3,464
20 4.745 4.147 0.598 13.2% 0.122 2.7% 66% False False 3,394
40 4.745 4.043 0.702 15.5% 0.121 2.7% 71% False False 2,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.222
2.618 5.005
1.618 4.872
1.000 4.790
0.618 4.739
HIGH 4.657
0.618 4.606
0.500 4.591
0.382 4.575
LOW 4.524
0.618 4.442
1.000 4.391
1.618 4.309
2.618 4.176
4.250 3.959
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 4.591 4.635
PP 4.574 4.603
S1 4.557 4.572

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

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