I just verified that they do still work You are correct that the UI may have slightly changed but there should be no effect from that. The PIG statements are correct and it should look like this:
a = LOAD ‘nyse_stocks’ USING org.apache.hcatalog.pig.HCatLoader();
b = filter a by stock_symbol == ‘IBM’;
c = group b all;
d = foreach c generate AVG(b.stock_volume);
Please ensure the data loaded properly. I hope this helps.