NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 4.310 4.341 0.031 0.7% 4.398
High 4.377 4.391 0.014 0.3% 4.487
Low 4.197 4.280 0.083 2.0% 4.126
Close 4.343 4.349 0.006 0.1% 4.349
Range 0.180 0.111 -0.069 -38.3% 0.361
ATR 0.168 0.164 -0.004 -2.4% 0.000
Volume 129,223 84,301 -44,922 -34.8% 544,325
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.673 4.622 4.410
R3 4.562 4.511 4.380
R2 4.451 4.451 4.369
R1 4.400 4.400 4.359 4.426
PP 4.340 4.340 4.340 4.353
S1 4.289 4.289 4.339 4.315
S2 4.229 4.229 4.329
S3 4.118 4.178 4.318
S4 4.007 4.067 4.288
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.404 5.237 4.548
R3 5.043 4.876 4.448
R2 4.682 4.682 4.415
R1 4.515 4.515 4.382 4.418
PP 4.321 4.321 4.321 4.272
S1 4.154 4.154 4.316 4.057
S2 3.960 3.960 4.283
S3 3.599 3.793 4.250
S4 3.238 3.432 4.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.487 4.126 0.361 8.3% 0.180 4.1% 62% False False 108,865
10 4.515 4.126 0.389 8.9% 0.172 4.0% 57% False False 103,399
20 4.515 3.853 0.662 15.2% 0.171 3.9% 75% False False 91,230
40 4.515 3.853 0.662 15.2% 0.151 3.5% 75% False False 69,316
60 4.681 3.853 0.828 19.0% 0.140 3.2% 60% False False 54,069
80 5.010 3.853 1.157 26.6% 0.131 3.0% 43% False False 44,941
100 5.468 3.853 1.615 37.1% 0.129 3.0% 31% False False 39,258
120 5.949 3.853 2.096 48.2% 0.131 3.0% 24% False False 34,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.049
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4.863
2.618 4.682
1.618 4.571
1.000 4.502
0.618 4.460
HIGH 4.391
0.618 4.349
0.500 4.336
0.382 4.322
LOW 4.280
0.618 4.211
1.000 4.169
1.618 4.100
2.618 3.989
4.250 3.808
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 4.345 4.325
PP 4.340 4.301
S1 4.336 4.278

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

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