NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 4.520 4.534 0.014 0.3% 4.638
High 4.565 4.645 0.080 1.8% 4.745
Low 4.459 4.486 0.027 0.6% 4.426
Close 4.538 4.626 0.088 1.9% 4.540
Range 0.106 0.159 0.053 50.0% 0.319
ATR 0.130 0.132 0.002 1.6% 0.000
Volume 10,754 10,551 -203 -1.9% 29,304
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.063 5.003 4.713
R3 4.904 4.844 4.670
R2 4.745 4.745 4.655
R1 4.685 4.685 4.641 4.715
PP 4.586 4.586 4.586 4.601
S1 4.526 4.526 4.611 4.556
S2 4.427 4.427 4.597
S3 4.268 4.367 4.582
S4 4.109 4.208 4.539
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.527 5.353 4.715
R3 5.208 5.034 4.628
R2 4.889 4.889 4.598
R1 4.715 4.715 4.569 4.643
PP 4.570 4.570 4.570 4.534
S1 4.396 4.396 4.511 4.324
S2 4.251 4.251 4.482
S3 3.932 4.077 4.452
S4 3.613 3.758 4.365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.657 4.426 0.231 5.0% 0.140 3.0% 87% False False 8,657
10 4.745 4.363 0.382 8.3% 0.121 2.6% 69% False False 5,904
20 4.745 4.147 0.598 12.9% 0.121 2.6% 80% False False 4,400
40 4.745 4.043 0.702 15.2% 0.122 2.6% 83% False False 3,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.321
2.618 5.061
1.618 4.902
1.000 4.804
0.618 4.743
HIGH 4.645
0.618 4.584
0.500 4.566
0.382 4.547
LOW 4.486
0.618 4.388
1.000 4.327
1.618 4.229
2.618 4.070
4.250 3.810
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 4.606 4.596
PP 4.586 4.566
S1 4.566 4.536

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

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