NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 4.431 4.255 -0.176 -4.0% 4.385
High 4.439 4.278 -0.161 -3.6% 4.637
Low 4.250 4.193 -0.057 -1.3% 4.344
Close 4.255 4.222 -0.033 -0.8% 4.417
Range 0.189 0.085 -0.104 -55.0% 0.293
ATR 0.178 0.171 -0.007 -3.7% 0.000
Volume 117,796 113,983 -3,813 -3.2% 731,292
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.486 4.439 4.269
R3 4.401 4.354 4.245
R2 4.316 4.316 4.238
R1 4.269 4.269 4.230 4.250
PP 4.231 4.231 4.231 4.222
S1 4.184 4.184 4.214 4.165
S2 4.146 4.146 4.206
S3 4.061 4.099 4.199
S4 3.976 4.014 4.175
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 4.193 0.444 10.5% 0.172 4.1% 7% False True 136,293
10 4.637 4.193 0.444 10.5% 0.173 4.1% 7% False True 132,780
20 4.637 3.976 0.661 15.7% 0.179 4.2% 37% False False 113,736
40 4.637 3.853 0.784 18.6% 0.170 4.0% 47% False False 84,874
60 4.637 3.853 0.784 18.6% 0.147 3.5% 47% False False 69,552
80 4.681 3.853 0.828 19.6% 0.140 3.3% 45% False False 57,464
100 5.468 3.853 1.615 38.3% 0.135 3.2% 23% False False 49,356
120 5.705 3.853 1.852 43.9% 0.133 3.2% 20% False False 43,378
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 0.042
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.639
2.618 4.501
1.618 4.416
1.000 4.363
0.618 4.331
HIGH 4.278
0.618 4.246
0.500 4.236
0.382 4.225
LOW 4.193
0.618 4.140
1.000 4.108
1.618 4.055
2.618 3.970
4.250 3.832
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 4.236 4.370
PP 4.231 4.321
S1 4.227 4.271

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

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