NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 4.401 4.494 0.093 2.1% 4.373
High 4.496 4.545 0.049 1.1% 4.554
Low 4.367 4.387 0.020 0.5% 4.322
Close 4.480 4.425 -0.055 -1.2% 4.480
Range 0.129 0.158 0.029 22.5% 0.232
ATR 0.162 0.162 0.000 -0.2% 0.000
Volume 111,974 0 -111,974 -100.0% 612,904
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.926 4.834 4.512
R3 4.768 4.676 4.468
R2 4.610 4.610 4.454
R1 4.518 4.518 4.439 4.485
PP 4.452 4.452 4.452 4.436
S1 4.360 4.360 4.411 4.327
S2 4.294 4.294 4.396
S3 4.136 4.202 4.382
S4 3.978 4.044 4.338
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 4.338 0.216 4.9% 0.140 3.2% 40% False False 102,498
10 4.707 4.322 0.385 8.7% 0.154 3.5% 27% False False 114,795
20 4.707 4.019 0.688 15.5% 0.157 3.6% 59% False False 92,147
40 4.707 3.985 0.722 16.3% 0.162 3.7% 61% False False 69,423
60 4.707 3.894 0.813 18.4% 0.160 3.6% 65% False False 52,753
80 4.707 3.894 0.813 18.4% 0.144 3.2% 65% False False 42,575
100 4.707 3.894 0.813 18.4% 0.137 3.1% 65% False False 35,100
120 5.434 3.894 1.540 34.8% 0.131 3.0% 34% False False 29,745
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.217
2.618 4.959
1.618 4.801
1.000 4.703
0.618 4.643
HIGH 4.545
0.618 4.485
0.500 4.466
0.382 4.447
LOW 4.387
0.618 4.289
1.000 4.229
1.618 4.131
2.618 3.973
4.250 3.716
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 4.466 4.454
PP 4.452 4.444
S1 4.439 4.435

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

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