NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 4.340 4.509 0.169 3.9% 4.109
High 4.456 4.645 0.189 4.2% 4.456
Low 4.320 4.505 0.185 4.3% 4.064
Close 4.422 4.614 0.192 4.3% 4.422
Range 0.136 0.140 0.004 2.9% 0.392
ATR 0.150 0.156 0.005 3.5% 0.000
Volume 29,758 29,141 -617 -2.1% 105,044
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.008 4.951 4.691
R3 4.868 4.811 4.653
R2 4.728 4.728 4.640
R1 4.671 4.671 4.627 4.700
PP 4.588 4.588 4.588 4.602
S1 4.531 4.531 4.601 4.560
S2 4.448 4.448 4.588
S3 4.308 4.391 4.576
S4 4.168 4.251 4.537
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.490 5.348 4.638
R3 5.098 4.956 4.530
R2 4.706 4.706 4.494
R1 4.564 4.564 4.458 4.635
PP 4.314 4.314 4.314 4.350
S1 4.172 4.172 4.386 4.243
S2 3.922 3.922 4.350
S3 3.530 3.780 4.314
S4 3.138 3.388 4.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.645 4.122 0.523 11.3% 0.139 3.0% 94% True False 23,691
10 4.645 4.028 0.617 13.4% 0.149 3.2% 95% True False 24,572
20 4.645 3.980 0.665 14.4% 0.157 3.4% 95% True False 39,712
40 4.645 3.890 0.755 16.4% 0.152 3.3% 96% True False 31,246
60 4.645 3.854 0.791 17.1% 0.141 3.1% 96% True False 25,640
80 4.645 3.854 0.791 17.1% 0.131 2.8% 96% True False 21,708
100 4.914 3.854 1.060 23.0% 0.124 2.7% 72% False False 18,575
120 5.327 3.854 1.473 31.9% 0.121 2.6% 52% False False 16,349
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.240
2.618 5.012
1.618 4.872
1.000 4.785
0.618 4.732
HIGH 4.645
0.618 4.592
0.500 4.575
0.382 4.558
LOW 4.505
0.618 4.418
1.000 4.365
1.618 4.278
2.618 4.138
4.250 3.910
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 4.601 4.558
PP 4.588 4.502
S1 4.575 4.447

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

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