NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 4.410 4.575 0.165 3.7% 4.373
High 4.585 4.704 0.119 2.6% 4.554
Low 4.406 4.525 0.119 2.7% 4.322
Close 4.561 4.695 0.134 2.9% 4.480
Range 0.179 0.179 0.000 0.0% 0.232
ATR 0.163 0.164 0.001 0.7% 0.000
Volume 114,768 161,155 46,387 40.4% 612,904
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.178 5.116 4.793
R3 4.999 4.937 4.744
R2 4.820 4.820 4.728
R1 4.758 4.758 4.711 4.789
PP 4.641 4.641 4.641 4.657
S1 4.579 4.579 4.679 4.610
S2 4.462 4.462 4.662
S3 4.283 4.400 4.646
S4 4.104 4.221 4.597
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 4.704 4.362 0.342 7.3% 0.157 3.3% 97% True False 107,172
10 4.704 4.322 0.382 8.1% 0.155 3.3% 98% True False 116,708
20 4.707 4.019 0.688 14.7% 0.155 3.3% 98% False False 100,101
40 4.707 3.985 0.722 15.4% 0.163 3.5% 98% False False 75,102
60 4.707 3.913 0.794 16.9% 0.162 3.5% 98% False False 56,962
80 4.707 3.894 0.813 17.3% 0.145 3.1% 99% False False 45,925
100 4.707 3.894 0.813 17.3% 0.138 2.9% 99% False False 37,763
120 5.434 3.894 1.540 32.8% 0.132 2.8% 52% False False 31,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.047
Fibonacci Retracements and Extensions
4.250 5.465
2.618 5.173
1.618 4.994
1.000 4.883
0.618 4.815
HIGH 4.704
0.618 4.636
0.500 4.615
0.382 4.593
LOW 4.525
0.618 4.414
1.000 4.346
1.618 4.235
2.618 4.056
4.250 3.764
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 4.668 4.645
PP 4.641 4.595
S1 4.615 4.546

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

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