NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 4.058 4.090 0.032 0.8% 4.460
High 4.142 4.277 0.135 3.3% 4.554
Low 3.985 4.052 0.067 1.7% 3.985
Close 4.103 4.264 0.161 3.9% 4.103
Range 0.157 0.225 0.068 43.3% 0.569
ATR 0.164 0.168 0.004 2.7% 0.000
Volume 98,932 58,031 -40,901 -41.3% 387,027
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.873 4.793 4.388
R3 4.648 4.568 4.326
R2 4.423 4.423 4.305
R1 4.343 4.343 4.285 4.383
PP 4.198 4.198 4.198 4.218
S1 4.118 4.118 4.243 4.158
S2 3.973 3.973 4.223
S3 3.748 3.893 4.202
S4 3.523 3.668 4.140
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.921 5.581 4.416
R3 5.352 5.012 4.259
R2 4.783 4.783 4.207
R1 4.443 4.443 4.155 4.329
PP 4.214 4.214 4.214 4.157
S1 3.874 3.874 4.051 3.760
S2 3.645 3.645 3.999
S3 3.076 3.305 3.947
S4 2.507 2.736 3.790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.447 3.985 0.462 10.8% 0.170 4.0% 60% False False 78,897
10 4.635 3.985 0.650 15.2% 0.182 4.3% 43% False False 70,676
20 4.635 3.985 0.650 15.2% 0.169 4.0% 43% False False 48,342
40 4.635 3.894 0.741 17.4% 0.164 3.9% 50% False False 34,153
60 4.635 3.894 0.741 17.4% 0.141 3.3% 50% False False 26,955
80 4.678 3.894 0.784 18.4% 0.133 3.1% 47% False False 21,489
100 5.434 3.894 1.540 36.1% 0.127 3.0% 24% False False 17,805
120 5.570 3.894 1.676 39.3% 0.124 2.9% 22% False False 15,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.233
2.618 4.866
1.618 4.641
1.000 4.502
0.618 4.416
HIGH 4.277
0.618 4.191
0.500 4.165
0.382 4.138
LOW 4.052
0.618 3.913
1.000 3.827
1.618 3.688
2.618 3.463
4.250 3.096
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 4.231 4.220
PP 4.198 4.175
S1 4.165 4.131

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

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