NYMEX Natural Gas Future August 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 4.538 4.685 0.147 3.2% 4.675
High 4.667 4.706 0.039 0.8% 4.775
Low 4.520 4.618 0.098 2.2% 4.460
Close 4.659 4.708 0.049 1.1% 4.573
Range 0.147 0.088 -0.059 -40.1% 0.315
ATR 0.129 0.126 -0.003 -2.3% 0.000
Volume 3,966 4,087 121 3.1% 13,721
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.941 4.913 4.756
R3 4.853 4.825 4.732
R2 4.765 4.765 4.724
R1 4.737 4.737 4.716 4.751
PP 4.677 4.677 4.677 4.685
S1 4.649 4.649 4.700 4.663
S2 4.589 4.589 4.692
S3 4.501 4.561 4.684
S4 4.413 4.473 4.660
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.548 5.375 4.746
R3 5.233 5.060 4.660
R2 4.918 4.918 4.631
R1 4.745 4.745 4.602 4.674
PP 4.603 4.603 4.603 4.567
S1 4.430 4.430 4.544 4.359
S2 4.288 4.288 4.515
S3 3.973 4.115 4.486
S4 3.658 3.800 4.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.706 4.460 0.246 5.2% 0.130 2.8% 101% True False 3,876
10 4.775 4.421 0.354 7.5% 0.119 2.5% 81% False False 2,908
20 4.775 4.194 0.581 12.3% 0.116 2.5% 88% False False 2,418
40 4.775 4.140 0.635 13.5% 0.116 2.5% 89% False False 2,173
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 0.021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.080
2.618 4.936
1.618 4.848
1.000 4.794
0.618 4.760
HIGH 4.706
0.618 4.672
0.500 4.662
0.382 4.652
LOW 4.618
0.618 4.564
1.000 4.530
1.618 4.476
2.618 4.388
4.250 4.244
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 4.693 4.672
PP 4.677 4.636
S1 4.662 4.600

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

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