NYMEX Natural Gas Future February 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 4.492 4.393 -0.099 -2.2% 4.428
High 4.547 4.611 0.064 1.4% 4.500
Low 4.395 4.360 -0.035 -0.8% 4.150
Close 4.401 4.604 0.203 4.6% 4.359
Range 0.152 0.251 0.099 65.1% 0.350
ATR 0.154 0.161 0.007 4.5% 0.000
Volume 42,917 70,166 27,249 63.5% 133,627
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.278 5.192 4.742
R3 5.027 4.941 4.673
R2 4.776 4.776 4.650
R1 4.690 4.690 4.627 4.733
PP 4.525 4.525 4.525 4.547
S1 4.439 4.439 4.581 4.482
S2 4.274 4.274 4.558
S3 4.023 4.188 4.535
S4 3.772 3.937 4.466
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.386 5.223 4.552
R3 5.036 4.873 4.455
R2 4.686 4.686 4.423
R1 4.523 4.523 4.391 4.430
PP 4.336 4.336 4.336 4.290
S1 4.173 4.173 4.327 4.080
S2 3.986 3.986 4.295
S3 3.636 3.823 4.263
S4 3.286 3.473 4.167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.611 4.209 0.402 8.7% 0.164 3.6% 98% True False 40,866
10 4.611 4.150 0.461 10.0% 0.166 3.6% 98% True False 32,192
20 4.611 3.913 0.698 15.2% 0.167 3.6% 99% True False 26,893
40 4.611 3.894 0.717 15.6% 0.148 3.2% 99% True False 21,907
60 4.641 3.894 0.747 16.2% 0.132 2.9% 95% False False 17,705
80 4.955 3.894 1.061 23.0% 0.124 2.7% 67% False False 14,344
100 5.434 3.894 1.540 33.4% 0.120 2.6% 46% False False 11,981
120 5.835 3.894 1.941 42.2% 0.120 2.6% 37% False False 10,329
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 0.047
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.678
2.618 5.268
1.618 5.017
1.000 4.862
0.618 4.766
HIGH 4.611
0.618 4.515
0.500 4.486
0.382 4.456
LOW 4.360
0.618 4.205
1.000 4.109
1.618 3.954
2.618 3.703
4.250 3.293
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 4.565 4.565
PP 4.525 4.525
S1 4.486 4.486

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

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