NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 4.162 4.109 -0.053 -1.3% 4.081
High 4.212 4.175 -0.037 -0.9% 4.275
Low 4.105 4.064 -0.041 -1.0% 4.028
Close 4.149 4.167 0.018 0.4% 4.149
Range 0.107 0.111 0.004 3.7% 0.247
ATR 0.158 0.155 -0.003 -2.1% 0.000
Volume 23,545 15,730 -7,815 -33.2% 111,539
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.468 4.429 4.228
R3 4.357 4.318 4.198
R2 4.246 4.246 4.187
R1 4.207 4.207 4.177 4.227
PP 4.135 4.135 4.135 4.145
S1 4.096 4.096 4.157 4.116
S2 4.024 4.024 4.147
S3 3.913 3.985 4.136
S4 3.802 3.874 4.106
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.892 4.767 4.285
R3 4.645 4.520 4.217
R2 4.398 4.398 4.194
R1 4.273 4.273 4.172 4.336
PP 4.151 4.151 4.151 4.182
S1 4.026 4.026 4.126 4.089
S2 3.904 3.904 4.104
S3 3.657 3.779 4.081
S4 3.410 3.532 4.013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.275 4.028 0.247 5.9% 0.158 3.8% 56% False False 25,453
10 4.528 3.980 0.548 13.2% 0.160 3.8% 34% False False 35,762
20 4.601 3.980 0.621 14.9% 0.162 3.9% 30% False False 39,394
40 4.601 3.890 0.711 17.1% 0.156 3.7% 39% False False 30,729
60 4.601 3.854 0.747 17.9% 0.137 3.3% 42% False False 24,608
80 4.613 3.854 0.759 18.2% 0.129 3.1% 41% False False 20,717
100 5.183 3.854 1.329 31.9% 0.123 2.9% 24% False False 17,673
120 5.327 3.854 1.473 35.3% 0.119 2.9% 21% False False 15,543
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.647
2.618 4.466
1.618 4.355
1.000 4.286
0.618 4.244
HIGH 4.175
0.618 4.133
0.500 4.120
0.382 4.106
LOW 4.064
0.618 3.995
1.000 3.953
1.618 3.884
2.618 3.773
4.250 3.592
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 4.151 4.151
PP 4.135 4.136
S1 4.120 4.120

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

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