NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 4.310 4.325 0.015 0.3% 4.089
High 4.364 4.454 0.090 2.1% 4.454
Low 4.235 4.306 0.071 1.7% 4.040
Close 4.338 4.405 0.067 1.5% 4.405
Range 0.129 0.148 0.019 14.7% 0.414
ATR 0.159 0.158 -0.001 -0.5% 0.000
Volume 75,035 60,765 -14,270 -19.0% 318,409
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.832 4.767 4.486
R3 4.684 4.619 4.446
R2 4.536 4.536 4.432
R1 4.471 4.471 4.419 4.504
PP 4.388 4.388 4.388 4.405
S1 4.323 4.323 4.391 4.356
S2 4.240 4.240 4.378
S3 4.092 4.175 4.364
S4 3.944 4.027 4.324
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.542 5.387 4.633
R3 5.128 4.973 4.519
R2 4.714 4.714 4.481
R1 4.559 4.559 4.443 4.637
PP 4.300 4.300 4.300 4.338
S1 4.145 4.145 4.367 4.223
S2 3.886 3.886 4.329
S3 3.472 3.731 4.291
S4 3.058 3.317 4.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.454 4.040 0.414 9.4% 0.141 3.2% 88% True False 63,681
10 4.454 3.985 0.469 10.6% 0.157 3.6% 90% True False 64,318
20 4.635 3.985 0.650 14.8% 0.162 3.7% 65% False False 62,541
40 4.635 3.913 0.722 16.4% 0.161 3.7% 68% False False 43,301
60 4.635 3.894 0.741 16.8% 0.149 3.4% 69% False False 33,826
80 4.678 3.894 0.784 17.8% 0.136 3.1% 65% False False 27,089
100 5.003 3.894 1.109 25.2% 0.129 2.9% 46% False False 22,406
120 5.434 3.894 1.540 35.0% 0.125 2.8% 33% False False 19,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.083
2.618 4.841
1.618 4.693
1.000 4.602
0.618 4.545
HIGH 4.454
0.618 4.397
0.500 4.380
0.382 4.363
LOW 4.306
0.618 4.215
1.000 4.158
1.618 4.067
2.618 3.919
4.250 3.677
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 4.397 4.382
PP 4.388 4.358
S1 4.380 4.335

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

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