NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 4.031 4.094 0.063 1.6% 4.052
High 4.120 4.266 0.146 3.5% 4.250
Low 3.992 4.070 0.078 2.0% 3.988
Close 4.112 4.216 0.104 2.5% 4.083
Range 0.128 0.196 0.068 53.1% 0.262
ATR 0.172 0.174 0.002 1.0% 0.000
Volume 63,588 10,809 -52,779 -83.0% 326,812
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.772 4.690 4.324
R3 4.576 4.494 4.270
R2 4.380 4.380 4.252
R1 4.298 4.298 4.234 4.339
PP 4.184 4.184 4.184 4.205
S1 4.102 4.102 4.198 4.143
S2 3.988 3.988 4.180
S3 3.792 3.906 4.162
S4 3.596 3.710 4.108
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 4.266 3.988 0.278 6.6% 0.163 3.9% 82% True False 59,956
10 4.439 3.951 0.488 11.6% 0.172 4.1% 54% False False 86,982
20 4.637 3.951 0.686 16.3% 0.173 4.1% 39% False False 108,525
40 4.637 3.853 0.784 18.6% 0.176 4.2% 46% False False 93,990
60 4.637 3.853 0.784 18.6% 0.156 3.7% 46% False False 77,328
80 4.681 3.853 0.828 19.6% 0.147 3.5% 44% False False 63,624
100 5.207 3.853 1.354 32.1% 0.138 3.3% 27% False False 54,298
120 5.468 3.853 1.615 38.3% 0.135 3.2% 22% False False 47,856
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 True
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.099
2.618 4.779
1.618 4.583
1.000 4.462
0.618 4.387
HIGH 4.266
0.618 4.191
0.500 4.168
0.382 4.145
LOW 4.070
0.618 3.949
1.000 3.874
1.618 3.753
2.618 3.557
4.250 3.237
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 4.200 4.187
PP 4.184 4.158
S1 4.168 4.129

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

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