NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 4.536 4.686 0.150 3.3% 4.319
High 4.608 4.755 0.147 3.2% 4.608
Low 4.514 4.670 0.156 3.5% 4.290
Close 4.590 4.743 0.153 3.3% 4.590
Range 0.094 0.085 -0.009 -9.6% 0.318
ATR 0.121 0.124 0.003 2.6% 0.000
Volume 956 1,639 683 71.4% 5,066
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.978 4.945 4.790
R3 4.893 4.860 4.766
R2 4.808 4.808 4.759
R1 4.775 4.775 4.751 4.792
PP 4.723 4.723 4.723 4.731
S1 4.690 4.690 4.735 4.707
S2 4.638 4.638 4.727
S3 4.553 4.605 4.720
S4 4.468 4.520 4.696
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.450 5.338 4.765
R3 5.132 5.020 4.677
R2 4.814 4.814 4.648
R1 4.702 4.702 4.619 4.758
PP 4.496 4.496 4.496 4.524
S1 4.384 4.384 4.561 4.440
S2 4.178 4.178 4.532
S3 3.860 4.066 4.503
S4 3.542 3.748 4.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.755 4.352 0.403 8.5% 0.102 2.2% 97% True False 1,122
10 4.755 4.250 0.505 10.6% 0.112 2.4% 98% True False 1,326
Crabel Price Patterns
NR True
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.116
2.618 4.978
1.618 4.893
1.000 4.840
0.618 4.808
HIGH 4.755
0.618 4.723
0.500 4.713
0.382 4.702
LOW 4.670
0.618 4.617
1.000 4.585
1.618 4.532
2.618 4.447
4.250 4.309
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 4.733 4.694
PP 4.723 4.644
S1 4.713 4.595

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

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