NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 4.280 4.318 0.038 0.9% 4.081
High 4.320 4.372 0.052 1.2% 4.275
Low 4.220 4.248 0.028 0.7% 4.028
Close 4.298 4.352 0.054 1.3% 4.149
Range 0.100 0.124 0.024 24.0% 0.247
ATR 0.154 0.151 -0.002 -1.4% 0.000
Volume 18,420 27,728 9,308 50.5% 111,539
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.696 4.648 4.420
R3 4.572 4.524 4.386
R2 4.448 4.448 4.375
R1 4.400 4.400 4.363 4.424
PP 4.324 4.324 4.324 4.336
S1 4.276 4.276 4.341 4.300
S2 4.200 4.200 4.329
S3 4.076 4.152 4.318
S4 3.952 4.028 4.284
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.892 4.767 4.285
R3 4.645 4.520 4.217
R2 4.398 4.398 4.194
R1 4.273 4.273 4.172 4.336
PP 4.151 4.151 4.151 4.182
S1 4.026 4.026 4.126 4.089
S2 3.904 3.904 4.104
S3 3.657 3.779 4.081
S4 3.410 3.532 4.013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.372 4.064 0.308 7.1% 0.128 2.9% 94% True False 19,766
10 4.372 3.980 0.392 9.0% 0.158 3.6% 95% True False 25,938
20 4.601 3.980 0.621 14.3% 0.156 3.6% 60% False False 39,863
40 4.601 3.890 0.711 16.3% 0.152 3.5% 65% False False 30,727
60 4.601 3.854 0.747 17.2% 0.140 3.2% 67% False False 25,041
80 4.613 3.854 0.759 17.4% 0.130 3.0% 66% False False 21,210
100 4.918 3.854 1.064 24.4% 0.123 2.8% 47% False False 18,104
120 5.327 3.854 1.473 33.8% 0.120 2.8% 34% False False 15,937
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.899
2.618 4.697
1.618 4.573
1.000 4.496
0.618 4.449
HIGH 4.372
0.618 4.325
0.500 4.310
0.382 4.295
LOW 4.248
0.618 4.171
1.000 4.124
1.618 4.047
2.618 3.923
4.250 3.721
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 4.338 4.317
PP 4.324 4.282
S1 4.310 4.247

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

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