NYMEX Natural Gas Future August 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 4.675 4.750 0.075 1.6% 4.300
High 4.746 4.775 0.029 0.6% 4.600
Low 4.658 4.652 -0.006 -0.1% 4.285
Close 4.731 4.744 0.013 0.3% 4.579
Range 0.088 0.123 0.035 39.8% 0.315
ATR 0.121 0.121 0.000 0.1% 0.000
Volume 1,292 2,274 982 76.0% 5,526
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.093 5.041 4.812
R3 4.970 4.918 4.778
R2 4.847 4.847 4.767
R1 4.795 4.795 4.755 4.760
PP 4.724 4.724 4.724 4.706
S1 4.672 4.672 4.733 4.637
S2 4.601 4.601 4.721
S3 4.478 4.549 4.710
S4 4.355 4.426 4.676
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.433 5.321 4.752
R3 5.118 5.006 4.666
R2 4.803 4.803 4.637
R1 4.691 4.691 4.608 4.747
PP 4.488 4.488 4.488 4.516
S1 4.376 4.376 4.550 4.432
S2 4.173 4.173 4.521
S3 3.858 4.061 4.492
S4 3.543 3.746 4.406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.775 4.400 0.375 7.9% 0.101 2.1% 92% True False 1,476
10 4.775 4.242 0.533 11.2% 0.106 2.2% 94% True False 1,704
20 4.775 4.194 0.581 12.2% 0.117 2.5% 95% True False 2,079
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 0.019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.298
2.618 5.097
1.618 4.974
1.000 4.898
0.618 4.851
HIGH 4.775
0.618 4.728
0.500 4.714
0.382 4.699
LOW 4.652
0.618 4.576
1.000 4.529
1.618 4.453
2.618 4.330
4.250 4.129
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 4.734 4.709
PP 4.724 4.675
S1 4.714 4.640

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

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