NYMEX Natural Gas Future September 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 4.686 4.775 0.089 1.9% 4.319
High 4.755 4.785 0.030 0.6% 4.608
Low 4.670 4.666 -0.004 -0.1% 4.290
Close 4.743 4.755 0.012 0.3% 4.590
Range 0.085 0.119 0.034 40.0% 0.318
ATR 0.124 0.124 0.000 -0.3% 0.000
Volume 1,639 1,630 -9 -0.5% 5,066
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.092 5.043 4.820
R3 4.973 4.924 4.788
R2 4.854 4.854 4.777
R1 4.805 4.805 4.766 4.770
PP 4.735 4.735 4.735 4.718
S1 4.686 4.686 4.744 4.651
S2 4.616 4.616 4.733
S3 4.497 4.567 4.722
S4 4.378 4.448 4.690
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 4.785 4.416 0.369 7.8% 0.097 2.0% 92% True False 1,340
10 4.785 4.250 0.535 11.3% 0.105 2.2% 94% True False 1,351
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 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.291
2.618 5.097
1.618 4.978
1.000 4.904
0.618 4.859
HIGH 4.785
0.618 4.740
0.500 4.726
0.382 4.711
LOW 4.666
0.618 4.592
1.000 4.547
1.618 4.473
2.618 4.354
4.250 4.160
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 4.745 4.720
PP 4.735 4.685
S1 4.726 4.650

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

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