NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 4.255 4.242 -0.013 -0.3% 4.385
High 4.278 4.242 -0.036 -0.8% 4.637
Low 4.193 4.010 -0.183 -4.4% 4.344
Close 4.222 4.048 -0.174 -4.1% 4.417
Range 0.085 0.232 0.147 172.9% 0.293
ATR 0.171 0.176 0.004 2.5% 0.000
Volume 113,983 130,183 16,200 14.2% 731,292
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.796 4.654 4.176
R3 4.564 4.422 4.112
R2 4.332 4.332 4.091
R1 4.190 4.190 4.069 4.145
PP 4.100 4.100 4.100 4.078
S1 3.958 3.958 4.027 3.913
S2 3.868 3.868 4.005
S3 3.636 3.726 3.984
S4 3.404 3.494 3.920
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.345 5.174 4.578
R3 5.052 4.881 4.498
R2 4.759 4.759 4.471
R1 4.588 4.588 4.444 4.674
PP 4.466 4.466 4.466 4.509
S1 4.295 4.295 4.390 4.381
S2 4.173 4.173 4.363
S3 3.880 4.002 4.336
S4 3.587 3.709 4.256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.547 4.010 0.537 13.3% 0.173 4.3% 7% False True 128,096
10 4.637 4.010 0.627 15.5% 0.178 4.4% 6% False True 132,876
20 4.637 4.010 0.627 15.5% 0.179 4.4% 6% False True 117,618
40 4.637 3.853 0.784 19.4% 0.174 4.3% 25% False False 87,261
60 4.637 3.853 0.784 19.4% 0.149 3.7% 25% False False 71,329
80 4.681 3.853 0.828 20.5% 0.142 3.5% 24% False False 58,899
100 5.468 3.853 1.615 39.9% 0.136 3.4% 12% False False 50,570
120 5.624 3.853 1.771 43.8% 0.134 3.3% 11% False False 44,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.228
2.618 4.849
1.618 4.617
1.000 4.474
0.618 4.385
HIGH 4.242
0.618 4.153
0.500 4.126
0.382 4.099
LOW 4.010
0.618 3.867
1.000 3.778
1.618 3.635
2.618 3.403
4.250 3.024
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 4.126 4.225
PP 4.100 4.166
S1 4.074 4.107

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

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