NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 4.119 4.031 -0.088 -2.1% 4.052
High 4.174 4.120 -0.054 -1.3% 4.250
Low 4.052 3.992 -0.060 -1.5% 3.988
Close 4.083 4.112 0.029 0.7% 4.083
Range 0.122 0.128 0.006 4.9% 0.262
ATR 0.176 0.172 -0.003 -1.9% 0.000
Volume 55,644 63,588 7,944 14.3% 326,812
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.459 4.413 4.182
R3 4.331 4.285 4.147
R2 4.203 4.203 4.135
R1 4.157 4.157 4.124 4.180
PP 4.075 4.075 4.075 4.086
S1 4.029 4.029 4.100 4.052
S2 3.947 3.947 4.089
S3 3.819 3.901 4.077
S4 3.691 3.773 4.042
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.893 4.750 4.227
R3 4.631 4.488 4.155
R2 4.369 4.369 4.131
R1 4.226 4.226 4.107 4.298
PP 4.107 4.107 4.107 4.143
S1 3.964 3.964 4.059 4.036
S2 3.845 3.845 4.035
S3 3.583 3.702 4.011
S4 3.321 3.440 3.939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.250 3.988 0.262 6.4% 0.171 4.2% 47% False False 78,080
10 4.547 3.951 0.596 14.5% 0.174 4.2% 27% False False 101,022
20 4.637 3.951 0.686 16.7% 0.179 4.4% 23% False False 114,292
40 4.637 3.853 0.784 19.1% 0.177 4.3% 33% False False 94,980
60 4.637 3.853 0.784 19.1% 0.154 3.7% 33% False False 77,538
80 4.681 3.853 0.828 20.1% 0.146 3.5% 31% False False 63,780
100 5.350 3.853 1.497 36.4% 0.138 3.4% 17% False False 54,326
120 5.468 3.853 1.615 39.3% 0.135 3.3% 16% False False 47,908
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.664
2.618 4.455
1.618 4.327
1.000 4.248
0.618 4.199
HIGH 4.120
0.618 4.071
0.500 4.056
0.382 4.041
LOW 3.992
0.618 3.913
1.000 3.864
1.618 3.785
2.618 3.657
4.250 3.448
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 4.093 4.102
PP 4.075 4.091
S1 4.056 4.081

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

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