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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols