NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 4.129 4.291 0.162 3.9% 4.090
High 4.321 4.310 -0.011 -0.3% 4.277
Low 4.112 4.216 0.104 2.5% 4.019
Close 4.288 4.287 -0.001 0.0% 4.133
Range 0.209 0.094 -0.115 -55.0% 0.258
ATR 0.167 0.162 -0.005 -3.1% 0.000
Volume 71,216 66,955 -4,261 -6.0% 225,840
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.553 4.514 4.339
R3 4.459 4.420 4.313
R2 4.365 4.365 4.304
R1 4.326 4.326 4.296 4.299
PP 4.271 4.271 4.271 4.257
S1 4.232 4.232 4.278 4.205
S2 4.177 4.177 4.270
S3 4.083 4.138 4.261
S4 3.989 4.044 4.235
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.917 4.783 4.275
R3 4.659 4.525 4.204
R2 4.401 4.401 4.180
R1 4.267 4.267 4.157 4.334
PP 4.143 4.143 4.143 4.177
S1 4.009 4.009 4.109 4.076
S2 3.885 3.885 4.086
S3 3.627 3.751 4.062
S4 3.369 3.493 3.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.321 4.019 0.302 7.0% 0.144 3.4% 89% False False 58,318
10 4.321 3.985 0.336 7.8% 0.159 3.7% 90% False False 67,195
20 4.635 3.985 0.650 15.2% 0.165 3.8% 46% False False 58,725
40 4.635 3.913 0.722 16.8% 0.160 3.7% 52% False False 41,047
60 4.635 3.894 0.741 17.3% 0.147 3.4% 53% False False 32,036
80 4.678 3.894 0.784 18.3% 0.136 3.2% 50% False False 25,472
100 5.147 3.894 1.253 29.2% 0.129 3.0% 31% False False 21,122
120 5.434 3.894 1.540 35.9% 0.125 2.9% 26% False False 17,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.710
2.618 4.556
1.618 4.462
1.000 4.404
0.618 4.368
HIGH 4.310
0.618 4.274
0.500 4.263
0.382 4.252
LOW 4.216
0.618 4.158
1.000 4.122
1.618 4.064
2.618 3.970
4.250 3.817
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 4.279 4.252
PP 4.271 4.216
S1 4.263 4.181

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

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