NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 4.509 4.576 0.067 1.5% 4.109
High 4.645 4.668 0.023 0.5% 4.456
Low 4.505 4.527 0.022 0.5% 4.064
Close 4.614 4.632 0.018 0.4% 4.422
Range 0.140 0.141 0.001 0.7% 0.392
ATR 0.156 0.155 -0.001 -0.7% 0.000
Volume 29,141 72,966 43,825 150.4% 105,044
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.032 4.973 4.710
R3 4.891 4.832 4.671
R2 4.750 4.750 4.658
R1 4.691 4.691 4.645 4.721
PP 4.609 4.609 4.609 4.624
S1 4.550 4.550 4.619 4.580
S2 4.468 4.468 4.606
S3 4.327 4.409 4.593
S4 4.186 4.268 4.554
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 4.668 4.220 0.448 9.7% 0.128 2.8% 92% True False 35,602
10 4.668 4.028 0.640 13.8% 0.140 3.0% 94% True False 28,576
20 4.668 3.980 0.688 14.9% 0.157 3.4% 95% True False 42,223
40 4.668 3.890 0.778 16.8% 0.154 3.3% 95% True False 32,342
60 4.668 3.854 0.814 17.6% 0.141 3.1% 96% True False 26,542
80 4.668 3.854 0.814 17.6% 0.132 2.9% 96% True False 22,432
100 4.914 3.854 1.060 22.9% 0.125 2.7% 73% False False 19,222
120 5.327 3.854 1.473 31.8% 0.121 2.6% 53% False False 16,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.267
2.618 5.037
1.618 4.896
1.000 4.809
0.618 4.755
HIGH 4.668
0.618 4.614
0.500 4.598
0.382 4.581
LOW 4.527
0.618 4.440
1.000 4.386
1.618 4.299
2.618 4.158
4.250 3.928
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 4.621 4.586
PP 4.609 4.540
S1 4.598 4.494

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

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