NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 4.504 4.481 -0.023 -0.5% 4.492
High 4.554 4.503 -0.051 -1.1% 4.707
Low 4.446 4.362 -0.084 -1.9% 4.327
Close 4.531 4.407 -0.124 -2.7% 4.422
Range 0.108 0.141 0.033 30.6% 0.380
ATR 0.164 0.164 0.000 0.2% 0.000
Volume 125,260 147,966 22,706 18.1% 685,803
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.847 4.768 4.485
R3 4.706 4.627 4.446
R2 4.565 4.565 4.433
R1 4.486 4.486 4.420 4.455
PP 4.424 4.424 4.424 4.409
S1 4.345 4.345 4.394 4.314
S2 4.283 4.283 4.381
S3 4.142 4.204 4.368
S4 4.001 4.063 4.329
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.625 5.404 4.631
R3 5.245 5.024 4.527
R2 4.865 4.865 4.492
R1 4.644 4.644 4.457 4.565
PP 4.485 4.485 4.485 4.446
S1 4.264 4.264 4.387 4.185
S2 4.105 4.105 4.352
S3 3.725 3.884 4.318
S4 3.345 3.504 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.554 4.322 0.232 5.3% 0.133 3.0% 37% False False 123,869
10 4.707 4.306 0.401 9.1% 0.160 3.6% 25% False False 124,749
20 4.707 3.985 0.722 16.4% 0.162 3.7% 58% False False 95,848
40 4.707 3.983 0.724 16.4% 0.165 3.7% 59% False False 67,488
60 4.707 3.894 0.813 18.4% 0.159 3.6% 63% False False 51,182
80 4.707 3.894 0.813 18.4% 0.142 3.2% 63% False False 41,304
100 4.707 3.894 0.813 18.4% 0.136 3.1% 63% False False 34,039
120 5.434 3.894 1.540 34.9% 0.130 3.0% 33% False False 28,828
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.102
2.618 4.872
1.618 4.731
1.000 4.644
0.618 4.590
HIGH 4.503
0.618 4.449
0.500 4.433
0.382 4.416
LOW 4.362
0.618 4.275
1.000 4.221
1.618 4.134
2.618 3.993
4.250 3.763
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 4.433 4.446
PP 4.424 4.433
S1 4.416 4.420

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

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