NYMEX Natural Gas Future February 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 4.265 4.093 -0.172 -4.0% 4.460
High 4.269 4.195 -0.074 -1.7% 4.554
Low 4.081 4.019 -0.062 -1.5% 3.985
Close 4.084 4.188 0.104 2.5% 4.103
Range 0.188 0.176 -0.012 -6.4% 0.569
ATR 0.170 0.170 0.000 0.3% 0.000
Volume 58,827 66,108 7,281 12.4% 387,027
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.662 4.601 4.285
R3 4.486 4.425 4.236
R2 4.310 4.310 4.220
R1 4.249 4.249 4.204 4.280
PP 4.134 4.134 4.134 4.149
S1 4.073 4.073 4.172 4.104
S2 3.958 3.958 4.156
S3 3.782 3.897 4.140
S4 3.606 3.721 4.091
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 4.277 3.985 0.292 7.0% 0.194 4.6% 70% False False 73,790
10 4.635 3.985 0.650 15.5% 0.178 4.3% 31% False False 71,861
20 4.635 3.985 0.650 15.5% 0.172 4.1% 31% False False 52,026
40 4.635 3.913 0.722 17.2% 0.167 4.0% 38% False False 36,845
60 4.635 3.894 0.741 17.7% 0.144 3.4% 40% False False 28,872
80 4.678 3.894 0.784 18.7% 0.134 3.2% 38% False False 22,945
100 5.327 3.894 1.433 34.2% 0.128 3.0% 21% False False 18,989
120 5.560 3.894 1.666 39.8% 0.124 3.0% 18% False False 16,146
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 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.943
2.618 4.656
1.618 4.480
1.000 4.371
0.618 4.304
HIGH 4.195
0.618 4.128
0.500 4.107
0.382 4.086
LOW 4.019
0.618 3.910
1.000 3.843
1.618 3.734
2.618 3.558
4.250 3.271
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 4.161 4.175
PP 4.134 4.161
S1 4.107 4.148

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

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