NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 4.399 4.444 0.045 1.0% 4.385
High 4.479 4.547 0.068 1.5% 4.637
Low 4.344 4.323 -0.021 -0.5% 4.344
Close 4.417 4.426 0.009 0.2% 4.417
Range 0.135 0.224 0.089 65.9% 0.293
ATR 0.174 0.177 0.004 2.1% 0.000
Volume 127,311 151,208 23,897 18.8% 731,292
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.104 4.989 4.549
R3 4.880 4.765 4.488
R2 4.656 4.656 4.467
R1 4.541 4.541 4.447 4.487
PP 4.432 4.432 4.432 4.405
S1 4.317 4.317 4.405 4.263
S2 4.208 4.208 4.385
S3 3.984 4.093 4.364
S4 3.760 3.869 4.303
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.345 5.174 4.578
R3 5.052 4.881 4.498
R2 4.759 4.759 4.471
R1 4.588 4.588 4.444 4.674
PP 4.466 4.466 4.466 4.509
S1 4.295 4.295 4.390 4.381
S2 4.173 4.173 4.363
S3 3.880 4.002 4.336
S4 3.587 3.709 4.256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.637 4.323 0.314 7.1% 0.202 4.6% 33% False True 148,242
10 4.637 4.126 0.511 11.5% 0.175 3.9% 59% False False 130,067
20 4.637 3.853 0.784 17.7% 0.181 4.1% 73% False False 111,637
40 4.637 3.853 0.784 17.7% 0.166 3.7% 73% False False 80,735
60 4.637 3.853 0.784 17.7% 0.147 3.3% 73% False False 66,253
80 4.819 3.853 0.966 21.8% 0.138 3.1% 59% False False 54,862
100 5.468 3.853 1.615 36.5% 0.134 3.0% 35% False False 47,265
120 5.750 3.853 1.897 42.9% 0.133 3.0% 30% False False 41,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.499
2.618 5.133
1.618 4.909
1.000 4.771
0.618 4.685
HIGH 4.547
0.618 4.461
0.500 4.435
0.382 4.409
LOW 4.323
0.618 4.185
1.000 4.099
1.618 3.961
2.618 3.737
4.250 3.371
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 4.435 4.480
PP 4.432 4.462
S1 4.429 4.444

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

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