NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 4.548 4.570 0.022 0.5% 4.686
High 4.608 4.684 0.076 1.6% 4.785
Low 4.504 4.530 0.026 0.6% 4.473
Close 4.582 4.670 0.088 1.9% 4.584
Range 0.104 0.154 0.050 48.1% 0.312
ATR 0.129 0.131 0.002 1.4% 0.000
Volume 4,014 1,754 -2,260 -56.3% 12,496
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.090 5.034 4.755
R3 4.936 4.880 4.712
R2 4.782 4.782 4.698
R1 4.726 4.726 4.684 4.754
PP 4.628 4.628 4.628 4.642
S1 4.572 4.572 4.656 4.600
S2 4.474 4.474 4.642
S3 4.320 4.418 4.628
S4 4.166 4.264 4.585
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 4.702 4.473 0.229 4.9% 0.139 3.0% 86% False False 2,999
10 4.785 4.416 0.369 7.9% 0.118 2.5% 69% False False 2,169
20 4.785 4.209 0.576 12.3% 0.117 2.5% 80% False False 1,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.339
2.618 5.087
1.618 4.933
1.000 4.838
0.618 4.779
HIGH 4.684
0.618 4.625
0.500 4.607
0.382 4.589
LOW 4.530
0.618 4.435
1.000 4.376
1.618 4.281
2.618 4.127
4.250 3.876
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 4.649 4.640
PP 4.628 4.609
S1 4.607 4.579

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

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