NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 4.534 4.644 0.110 2.4% 4.638
High 4.645 4.679 0.034 0.7% 4.745
Low 4.486 4.589 0.103 2.3% 4.426
Close 4.626 4.676 0.050 1.1% 4.540
Range 0.159 0.090 -0.069 -43.4% 0.319
ATR 0.132 0.129 -0.003 -2.3% 0.000
Volume 10,551 10,413 -138 -1.3% 29,304
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.918 4.887 4.726
R3 4.828 4.797 4.701
R2 4.738 4.738 4.693
R1 4.707 4.707 4.684 4.723
PP 4.648 4.648 4.648 4.656
S1 4.617 4.617 4.668 4.633
S2 4.558 4.558 4.660
S3 4.468 4.527 4.651
S4 4.378 4.437 4.627
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 4.679 4.426 0.253 5.4% 0.132 2.8% 99% True False 8,866
10 4.745 4.380 0.365 7.8% 0.122 2.6% 81% False False 6,595
20 4.745 4.147 0.598 12.8% 0.120 2.6% 88% False False 4,773
40 4.745 4.100 0.645 13.8% 0.121 2.6% 89% False False 3,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.062
2.618 4.915
1.618 4.825
1.000 4.769
0.618 4.735
HIGH 4.679
0.618 4.645
0.500 4.634
0.382 4.623
LOW 4.589
0.618 4.533
1.000 4.499
1.618 4.443
2.618 4.353
4.250 4.207
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 4.662 4.640
PP 4.648 4.605
S1 4.634 4.569

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

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