NYMEX Natural Gas Future September 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 4.849 4.888 0.039 0.8% 4.674
High 4.881 4.888 0.007 0.1% 4.881
Low 4.784 4.724 -0.060 -1.3% 4.603
Close 4.856 4.741 -0.115 -2.4% 4.856
Range 0.097 0.164 0.067 69.1% 0.278
ATR 0.121 0.124 0.003 2.5% 0.000
Volume 4,256 5,372 1,116 26.2% 11,991
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.276 5.173 4.831
R3 5.112 5.009 4.786
R2 4.948 4.948 4.771
R1 4.845 4.845 4.756 4.815
PP 4.784 4.784 4.784 4.769
S1 4.681 4.681 4.726 4.651
S2 4.620 4.620 4.711
S3 4.456 4.517 4.696
S4 4.292 4.353 4.651
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.614 5.513 5.009
R3 5.336 5.235 4.932
R2 5.058 5.058 4.907
R1 4.957 4.957 4.881 5.008
PP 4.780 4.780 4.780 4.805
S1 4.679 4.679 4.831 4.730
S2 4.502 4.502 4.805
S3 4.224 4.401 4.780
S4 3.946 4.123 4.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.888 4.603 0.285 6.0% 0.114 2.4% 48% True False 3,472
10 4.888 4.504 0.384 8.1% 0.111 2.3% 62% True False 3,284
20 4.888 4.290 0.598 12.6% 0.113 2.4% 75% True False 2,520
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 0.028
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.585
2.618 5.317
1.618 5.153
1.000 5.052
0.618 4.989
HIGH 4.888
0.618 4.825
0.500 4.806
0.382 4.787
LOW 4.724
0.618 4.623
1.000 4.560
1.618 4.459
2.618 4.295
4.250 4.027
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 4.806 4.797
PP 4.784 4.778
S1 4.763 4.760

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

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