NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 4.611 4.486 -0.125 -2.7% 4.089
High 4.640 4.623 -0.017 -0.4% 4.454
Low 4.447 4.380 -0.067 -1.5% 4.040
Close 4.473 4.415 -0.058 -1.3% 4.405
Range 0.193 0.243 0.050 25.9% 0.414
ATR 0.170 0.175 0.005 3.1% 0.000
Volume 110,730 159,840 49,110 44.4% 318,409
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.202 5.051 4.549
R3 4.959 4.808 4.482
R2 4.716 4.716 4.460
R1 4.565 4.565 4.437 4.519
PP 4.473 4.473 4.473 4.450
S1 4.322 4.322 4.393 4.276
S2 4.230 4.230 4.370
S3 3.987 4.079 4.348
S4 3.744 3.836 4.281
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 4.306 0.401 9.1% 0.186 4.2% 27% False False 125,630
10 4.707 4.040 0.667 15.1% 0.161 3.6% 56% False False 92,867
20 4.707 3.985 0.722 16.4% 0.169 3.8% 60% False False 82,364
40 4.707 3.913 0.794 18.0% 0.168 3.8% 63% False False 54,628
60 4.707 3.894 0.813 18.4% 0.155 3.5% 64% False False 42,059
80 4.707 3.894 0.813 18.4% 0.141 3.2% 64% False False 33,869
100 4.955 3.894 1.061 24.0% 0.133 3.0% 49% False False 27,948
120 5.434 3.894 1.540 34.9% 0.128 2.9% 34% False False 23,712
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 0.039
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.656
2.618 5.259
1.618 5.016
1.000 4.866
0.618 4.773
HIGH 4.623
0.618 4.530
0.500 4.502
0.382 4.473
LOW 4.380
0.618 4.230
1.000 4.137
1.618 3.987
2.618 3.744
4.250 3.347
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 4.502 4.544
PP 4.473 4.501
S1 4.444 4.458

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

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