NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 4.444 4.431 -0.013 -0.3% 4.385
High 4.547 4.439 -0.108 -2.4% 4.637
Low 4.323 4.250 -0.073 -1.7% 4.344
Close 4.426 4.255 -0.171 -3.9% 4.417
Range 0.224 0.189 -0.035 -15.6% 0.293
ATR 0.177 0.178 0.001 0.5% 0.000
Volume 151,208 117,796 -33,412 -22.1% 731,292
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.882 4.757 4.359
R3 4.693 4.568 4.307
R2 4.504 4.504 4.290
R1 4.379 4.379 4.272 4.347
PP 4.315 4.315 4.315 4.299
S1 4.190 4.190 4.238 4.158
S2 4.126 4.126 4.220
S3 3.937 4.001 4.203
S4 3.748 3.812 4.151
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 4.250 0.387 9.1% 0.208 4.9% 1% False True 145,407
10 4.637 4.164 0.473 11.1% 0.181 4.2% 19% False False 132,633
20 4.637 3.964 0.673 15.8% 0.181 4.3% 43% False False 113,002
40 4.637 3.853 0.784 18.4% 0.169 4.0% 51% False False 82,837
60 4.637 3.853 0.784 18.4% 0.147 3.5% 51% False False 67,953
80 4.737 3.853 0.884 20.8% 0.139 3.3% 45% False False 56,165
100 5.468 3.853 1.615 38.0% 0.135 3.2% 25% False False 48,304
120 5.750 3.853 1.897 44.6% 0.133 3.1% 21% False False 42,496
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.242
2.618 4.934
1.618 4.745
1.000 4.628
0.618 4.556
HIGH 4.439
0.618 4.367
0.500 4.345
0.382 4.322
LOW 4.250
0.618 4.133
1.000 4.061
1.618 3.944
2.618 3.755
4.250 3.447
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 4.345 4.399
PP 4.315 4.351
S1 4.285 4.303

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

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