NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 4.245 4.069 -0.176 -4.1% 4.444
High 4.245 4.167 -0.078 -1.8% 4.547
Low 4.056 3.988 -0.068 -1.7% 3.951
Close 4.059 4.152 0.093 2.3% 4.066
Range 0.189 0.179 -0.010 -5.3% 0.596
ATR 0.180 0.180 0.000 0.0% 0.000
Volume 79,176 90,566 11,390 14.4% 619,824
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.639 4.575 4.250
R3 4.460 4.396 4.201
R2 4.281 4.281 4.185
R1 4.217 4.217 4.168 4.249
PP 4.102 4.102 4.102 4.119
S1 4.038 4.038 4.136 4.070
S2 3.923 3.923 4.119
S3 3.744 3.859 4.103
S4 3.565 3.680 4.054
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.976 5.617 4.394
R3 5.380 5.021 4.230
R2 4.784 4.784 4.175
R1 4.425 4.425 4.121 4.307
PP 4.188 4.188 4.188 4.129
S1 3.829 3.829 4.011 3.711
S2 3.592 3.592 3.957
S3 2.996 3.233 3.902
S4 2.400 2.637 3.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.250 3.951 0.299 7.2% 0.199 4.8% 67% False False 101,601
10 4.637 3.951 0.686 16.5% 0.186 4.5% 29% False False 118,947
20 4.637 3.951 0.686 16.5% 0.182 4.4% 29% False False 118,993
40 4.637 3.853 0.784 18.9% 0.179 4.3% 38% False False 93,878
60 4.637 3.853 0.784 18.9% 0.154 3.7% 38% False False 76,113
80 4.681 3.853 0.828 19.9% 0.145 3.5% 36% False False 62,720
100 5.361 3.853 1.508 36.3% 0.138 3.3% 20% False False 53,487
120 5.593 3.853 1.740 41.9% 0.135 3.3% 17% False False 47,084
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.928
2.618 4.636
1.618 4.457
1.000 4.346
0.618 4.278
HIGH 4.167
0.618 4.099
0.500 4.078
0.382 4.056
LOW 3.988
0.618 3.877
1.000 3.809
1.618 3.698
2.618 3.519
4.250 3.227
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 4.127 4.141
PP 4.102 4.130
S1 4.078 4.119

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

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