NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 4.850 4.890 0.040 0.8% 4.700
High 4.880 4.896 0.016 0.3% 4.880
Low 4.779 4.723 -0.056 -1.2% 4.594
Close 4.856 4.740 -0.116 -2.4% 4.856
Range 0.101 0.173 0.072 71.3% 0.286
ATR 0.120 0.124 0.004 3.2% 0.000
Volume 5,168 5,615 447 8.6% 16,558
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.305 5.196 4.835
R3 5.132 5.023 4.788
R2 4.959 4.959 4.772
R1 4.850 4.850 4.756 4.818
PP 4.786 4.786 4.786 4.771
S1 4.677 4.677 4.724 4.645
S2 4.613 4.613 4.708
S3 4.440 4.504 4.692
S4 4.267 4.331 4.645
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.635 5.531 5.013
R3 5.349 5.245 4.935
R2 5.063 5.063 4.908
R1 4.959 4.959 4.882 5.011
PP 4.777 4.777 4.777 4.803
S1 4.673 4.673 4.830 4.725
S2 4.491 4.491 4.804
S3 4.205 4.387 4.777
S4 3.919 4.101 4.699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.896 4.594 0.302 6.4% 0.117 2.5% 48% True False 4,434
10 4.896 4.493 0.403 8.5% 0.112 2.4% 61% True False 4,525
20 4.896 4.285 0.611 12.9% 0.114 2.4% 74% True False 3,225
40 4.896 4.194 0.702 14.8% 0.115 2.4% 78% True False 2,658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.631
2.618 5.349
1.618 5.176
1.000 5.069
0.618 5.003
HIGH 4.896
0.618 4.830
0.500 4.810
0.382 4.789
LOW 4.723
0.618 4.616
1.000 4.550
1.618 4.443
2.618 4.270
4.250 3.988
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 4.810 4.798
PP 4.786 4.778
S1 4.763 4.759

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

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