NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 4.500 4.397 -0.103 -2.3% 4.398
High 4.545 4.614 0.069 1.5% 4.487
Low 4.383 4.350 -0.033 -0.8% 4.126
Close 4.393 4.606 0.213 4.8% 4.349
Range 0.162 0.264 0.102 63.0% 0.361
ATR 0.166 0.173 0.007 4.2% 0.000
Volume 131,972 159,552 27,580 20.9% 544,325
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.315 5.225 4.751
R3 5.051 4.961 4.679
R2 4.787 4.787 4.654
R1 4.697 4.697 4.630 4.742
PP 4.523 4.523 4.523 4.546
S1 4.433 4.433 4.582 4.478
S2 4.259 4.259 4.558
S3 3.995 4.169 4.533
S4 3.731 3.905 4.461
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 4.614 4.197 0.417 9.1% 0.174 3.8% 98% True False 129,266
10 4.614 4.126 0.488 10.6% 0.179 3.9% 98% True False 119,040
20 4.614 3.853 0.761 16.5% 0.181 3.9% 99% True False 103,119
40 4.614 3.853 0.761 16.5% 0.159 3.5% 99% True False 74,419
60 4.641 3.853 0.788 17.1% 0.143 3.1% 96% False False 60,031
80 4.975 3.853 1.122 24.4% 0.135 2.9% 67% False False 49,680
100 5.468 3.853 1.615 35.1% 0.131 2.8% 47% False False 43,061
120 5.904 3.853 2.051 44.5% 0.132 2.9% 37% False False 38,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.736
2.618 5.305
1.618 5.041
1.000 4.878
0.618 4.777
HIGH 4.614
0.618 4.513
0.500 4.482
0.382 4.451
LOW 4.350
0.618 4.187
1.000 4.086
1.618 3.923
2.618 3.659
4.250 3.228
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 4.565 4.565
PP 4.523 4.523
S1 4.482 4.482

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

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