NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 4.541 4.548 0.007 0.2% 4.686
High 4.587 4.608 0.021 0.5% 4.785
Low 4.473 4.504 0.031 0.7% 4.473
Close 4.584 4.582 -0.002 0.0% 4.584
Range 0.114 0.104 -0.010 -8.8% 0.312
ATR 0.131 0.129 -0.002 -1.5% 0.000
Volume 2,677 4,014 1,337 49.9% 12,496
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.877 4.833 4.639
R3 4.773 4.729 4.611
R2 4.669 4.669 4.601
R1 4.625 4.625 4.592 4.647
PP 4.565 4.565 4.565 4.576
S1 4.521 4.521 4.572 4.543
S2 4.461 4.461 4.563
S3 4.357 4.417 4.553
S4 4.253 4.313 4.525
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.550 5.379 4.756
R3 5.238 5.067 4.670
R2 4.926 4.926 4.641
R1 4.755 4.755 4.613 4.685
PP 4.614 4.614 4.614 4.579
S1 4.443 4.443 4.555 4.373
S2 4.302 4.302 4.527
S3 3.990 4.131 4.498
S4 3.678 3.819 4.412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.785 4.473 0.312 6.8% 0.132 2.9% 35% False False 2,974
10 4.785 4.352 0.433 9.5% 0.117 2.6% 53% False False 2,048
20 4.785 4.209 0.576 12.6% 0.118 2.6% 65% False False 1,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.050
2.618 4.880
1.618 4.776
1.000 4.712
0.618 4.672
HIGH 4.608
0.618 4.568
0.500 4.556
0.382 4.544
LOW 4.504
0.618 4.440
1.000 4.400
1.618 4.336
2.618 4.232
4.250 4.062
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 4.573 4.582
PP 4.565 4.582
S1 4.556 4.582

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

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