NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 4.325 4.492 0.167 3.9% 4.089
High 4.454 4.689 0.235 5.3% 4.454
Low 4.306 4.491 0.185 4.3% 4.040
Close 4.405 4.652 0.247 5.6% 4.405
Range 0.148 0.198 0.050 33.8% 0.414
ATR 0.158 0.167 0.009 5.7% 0.000
Volume 60,765 150,754 89,989 148.1% 318,409
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.205 5.126 4.761
R3 5.007 4.928 4.706
R2 4.809 4.809 4.688
R1 4.730 4.730 4.670 4.770
PP 4.611 4.611 4.611 4.630
S1 4.532 4.532 4.634 4.572
S2 4.413 4.413 4.616
S3 4.215 4.334 4.598
S4 4.017 4.136 4.543
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.542 5.387 4.633
R3 5.128 4.973 4.519
R2 4.714 4.714 4.481
R1 4.559 4.559 4.443 4.637
PP 4.300 4.300 4.300 4.338
S1 4.145 4.145 4.367 4.223
S2 3.886 3.886 4.329
S3 3.472 3.731 4.291
S4 3.058 3.317 4.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.689 4.112 0.577 12.4% 0.156 3.3% 94% True False 84,945
10 4.689 4.019 0.670 14.4% 0.161 3.5% 94% True False 69,500
20 4.689 3.985 0.704 15.1% 0.167 3.6% 95% True False 68,431
40 4.689 3.913 0.776 16.7% 0.163 3.5% 95% True False 46,647
60 4.689 3.894 0.795 17.1% 0.150 3.2% 95% True False 36,066
80 4.689 3.894 0.795 17.1% 0.138 3.0% 95% True False 28,917
100 5.003 3.894 1.109 23.8% 0.130 2.8% 68% False False 23,863
120 5.434 3.894 1.540 33.1% 0.126 2.7% 49% False False 20,306
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.531
2.618 5.207
1.618 5.009
1.000 4.887
0.618 4.811
HIGH 4.689
0.618 4.613
0.500 4.590
0.382 4.567
LOW 4.491
0.618 4.369
1.000 4.293
1.618 4.171
2.618 3.973
4.250 3.650
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 4.631 4.589
PP 4.611 4.525
S1 4.590 4.462

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

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