NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 4.481 4.401 -0.080 -1.8% 4.373
High 4.503 4.496 -0.007 -0.2% 4.554
Low 4.362 4.367 0.005 0.1% 4.322
Close 4.407 4.480 0.073 1.7% 4.480
Range 0.141 0.129 -0.012 -8.5% 0.232
ATR 0.164 0.162 -0.003 -1.5% 0.000
Volume 147,966 111,974 -35,992 -24.3% 612,904
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.835 4.786 4.551
R3 4.706 4.657 4.515
R2 4.577 4.577 4.504
R1 4.528 4.528 4.492 4.553
PP 4.448 4.448 4.448 4.460
S1 4.399 4.399 4.468 4.424
S2 4.319 4.319 4.456
S3 4.190 4.270 4.445
S4 4.061 4.141 4.409
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.148 5.046 4.608
R3 4.916 4.814 4.544
R2 4.684 4.684 4.523
R1 4.582 4.582 4.501 4.633
PP 4.452 4.452 4.452 4.478
S1 4.350 4.350 4.459 4.401
S2 4.220 4.220 4.437
S3 3.988 4.118 4.416
S4 3.756 3.886 4.352
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 5.2% 0.134 3.0% 68% False False 122,580
10 4.707 4.322 0.385 8.6% 0.158 3.5% 41% False False 129,870
20 4.707 3.985 0.722 16.1% 0.157 3.5% 69% False False 97,094
40 4.707 3.985 0.722 16.1% 0.163 3.6% 69% False False 69,966
60 4.707 3.894 0.813 18.1% 0.160 3.6% 72% False False 52,884
80 4.707 3.894 0.813 18.1% 0.143 3.2% 72% False False 42,627
100 4.707 3.894 0.813 18.1% 0.136 3.0% 72% False False 35,122
120 5.434 3.894 1.540 34.4% 0.131 2.9% 38% False False 29,753
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.044
2.618 4.834
1.618 4.705
1.000 4.625
0.618 4.576
HIGH 4.496
0.618 4.447
0.500 4.432
0.382 4.416
LOW 4.367
0.618 4.287
1.000 4.238
1.618 4.158
2.618 4.029
4.250 3.819
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 4.464 4.473
PP 4.448 4.465
S1 4.432 4.458

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

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