NYMEX Natural Gas Future August 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 4.750 4.681 -0.069 -1.5% 4.300
High 4.775 4.681 -0.094 -2.0% 4.600
Low 4.652 4.558 -0.094 -2.0% 4.285
Close 4.744 4.572 -0.172 -3.6% 4.579
Range 0.123 0.123 0.000 0.0% 0.315
ATR 0.121 0.126 0.005 3.8% 0.000
Volume 2,274 4,255 1,981 87.1% 5,526
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.973 4.895 4.640
R3 4.850 4.772 4.606
R2 4.727 4.727 4.595
R1 4.649 4.649 4.583 4.627
PP 4.604 4.604 4.604 4.592
S1 4.526 4.526 4.561 4.504
S2 4.481 4.481 4.549
S3 4.358 4.403 4.538
S4 4.235 4.280 4.504
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 4.421 0.354 7.7% 0.108 2.4% 43% False False 1,940
10 4.775 4.242 0.533 11.7% 0.106 2.3% 62% False False 1,699
20 4.775 4.194 0.581 12.7% 0.118 2.6% 65% False False 2,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.018
Fibonacci Retracements and Extensions
4.250 5.204
2.618 5.003
1.618 4.880
1.000 4.804
0.618 4.757
HIGH 4.681
0.618 4.634
0.500 4.620
0.382 4.605
LOW 4.558
0.618 4.482
1.000 4.435
1.618 4.359
2.618 4.236
4.250 4.035
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 4.620 4.667
PP 4.604 4.635
S1 4.588 4.604

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

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