NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 4.627 4.611 -0.016 -0.3% 4.089
High 4.707 4.640 -0.067 -1.4% 4.454
Low 4.557 4.447 -0.110 -2.4% 4.040
Close 4.669 4.473 -0.196 -4.2% 4.405
Range 0.150 0.193 0.043 28.7% 0.414
ATR 0.166 0.170 0.004 2.4% 0.000
Volume 146,064 110,730 -35,334 -24.2% 318,409
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.099 4.979 4.579
R3 4.906 4.786 4.526
R2 4.713 4.713 4.508
R1 4.593 4.593 4.491 4.557
PP 4.520 4.520 4.520 4.502
S1 4.400 4.400 4.455 4.364
S2 4.327 4.327 4.438
S3 4.134 4.207 4.420
S4 3.941 4.014 4.367
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 4.707 4.235 0.472 10.6% 0.164 3.7% 50% False False 108,669
10 4.707 4.019 0.688 15.4% 0.154 3.4% 66% False False 83,493
20 4.707 3.985 0.722 16.1% 0.170 3.8% 68% False False 77,880
40 4.707 3.913 0.794 17.8% 0.166 3.7% 71% False False 51,289
60 4.707 3.894 0.813 18.2% 0.152 3.4% 71% False False 39,668
80 4.707 3.894 0.813 18.2% 0.140 3.1% 71% False False 31,929
100 5.003 3.894 1.109 24.8% 0.132 3.0% 52% False False 26,362
120 5.434 3.894 1.540 34.4% 0.127 2.8% 38% False False 22,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.460
2.618 5.145
1.618 4.952
1.000 4.833
0.618 4.759
HIGH 4.640
0.618 4.566
0.500 4.544
0.382 4.521
LOW 4.447
0.618 4.328
1.000 4.254
1.618 4.135
2.618 3.942
4.250 3.627
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 4.544 4.577
PP 4.520 4.542
S1 4.497 4.508

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

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