NYMEX Natural Gas Future February 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 4.289 4.271 -0.018 -0.4% 4.401
High 4.300 4.271 -0.029 -0.7% 4.635
Low 4.223 4.048 -0.175 -4.1% 4.354
Close 4.251 4.084 -0.167 -3.9% 4.428
Range 0.077 0.223 0.146 189.6% 0.281
ATR 0.160 0.165 0.004 2.8% 0.000
Volume 77,521 87,055 9,534 12.3% 286,592
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.803 4.667 4.207
R3 4.580 4.444 4.145
R2 4.357 4.357 4.125
R1 4.221 4.221 4.104 4.178
PP 4.134 4.134 4.134 4.113
S1 3.998 3.998 4.064 3.955
S2 3.911 3.911 4.043
S3 3.688 3.775 4.023
S4 3.465 3.552 3.961
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.315 5.153 4.583
R3 5.034 4.872 4.505
R2 4.753 4.753 4.480
R1 4.591 4.591 4.454 4.672
PP 4.472 4.472 4.472 4.513
S1 4.310 4.310 4.402 4.391
S2 4.191 4.191 4.376
S3 3.910 4.029 4.351
S4 3.629 3.748 4.273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.554 4.048 0.506 12.4% 0.163 4.0% 7% False True 72,254
10 4.635 4.048 0.587 14.4% 0.168 4.1% 6% False True 60,765
20 4.635 4.046 0.589 14.4% 0.168 4.1% 6% False False 42,838
40 4.635 3.894 0.741 18.1% 0.162 4.0% 26% False False 30,778
60 4.635 3.894 0.741 18.1% 0.138 3.4% 26% False False 24,471
80 4.678 3.894 0.784 19.2% 0.131 3.2% 24% False False 19,629
100 5.434 3.894 1.540 37.7% 0.125 3.1% 12% False False 16,285
120 5.570 3.894 1.676 41.0% 0.123 3.0% 11% False False 13,869
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 0.034
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.219
2.618 4.855
1.618 4.632
1.000 4.494
0.618 4.409
HIGH 4.271
0.618 4.186
0.500 4.160
0.382 4.133
LOW 4.048
0.618 3.910
1.000 3.825
1.618 3.687
2.618 3.464
4.250 3.100
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 4.160 4.248
PP 4.134 4.193
S1 4.109 4.139

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

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