NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 4.367 4.371 0.004 0.1% 4.509
High 4.429 4.426 -0.003 -0.1% 4.668
Low 4.302 4.311 0.009 0.2% 4.302
Close 4.402 4.389 -0.013 -0.3% 4.402
Range 0.127 0.115 -0.012 -9.4% 0.366
ATR 0.161 0.158 -0.003 -2.0% 0.000
Volume 66,148 76,879 10,731 16.2% 264,061
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.720 4.670 4.452
R3 4.605 4.555 4.421
R2 4.490 4.490 4.410
R1 4.440 4.440 4.400 4.465
PP 4.375 4.375 4.375 4.388
S1 4.325 4.325 4.378 4.350
S2 4.260 4.260 4.368
S3 4.145 4.210 4.357
S4 4.030 4.095 4.326
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.555 5.345 4.603
R3 5.189 4.979 4.503
R2 4.823 4.823 4.469
R1 4.613 4.613 4.436 4.535
PP 4.457 4.457 4.457 4.419
S1 4.247 4.247 4.368 4.169
S2 4.091 4.091 4.335
S3 3.725 3.881 4.301
S4 3.359 3.515 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.668 4.302 0.366 8.3% 0.160 3.6% 24% False False 62,359
10 4.668 4.122 0.546 12.4% 0.150 3.4% 49% False False 43,025
20 4.668 3.980 0.688 15.7% 0.155 3.5% 59% False False 39,393
40 4.668 3.890 0.778 17.7% 0.155 3.5% 64% False False 35,590
60 4.668 3.854 0.814 18.5% 0.147 3.3% 66% False False 29,473
80 4.668 3.854 0.814 18.5% 0.134 3.1% 66% False False 24,909
100 4.850 3.854 0.996 22.7% 0.128 2.9% 54% False False 21,455
120 5.327 3.854 1.473 33.6% 0.123 2.8% 36% False False 18,796
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.915
2.618 4.727
1.618 4.612
1.000 4.541
0.618 4.497
HIGH 4.426
0.618 4.382
0.500 4.369
0.382 4.355
LOW 4.311
0.618 4.240
1.000 4.196
1.618 4.125
2.618 4.010
4.250 3.822
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 4.382 4.442
PP 4.375 4.424
S1 4.369 4.407

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

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