NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 4.150 4.280 0.130 3.1% 4.081
High 4.319 4.320 0.001 0.0% 4.275
Low 4.122 4.220 0.098 2.4% 4.028
Close 4.287 4.298 0.011 0.3% 4.149
Range 0.197 0.100 -0.097 -49.2% 0.247
ATR 0.158 0.154 -0.004 -2.6% 0.000
Volume 13,408 18,420 5,012 37.4% 111,539
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.579 4.539 4.353
R3 4.479 4.439 4.326
R2 4.379 4.379 4.316
R1 4.339 4.339 4.307 4.359
PP 4.279 4.279 4.279 4.290
S1 4.239 4.239 4.289 4.259
S2 4.179 4.179 4.280
S3 4.079 4.139 4.271
S4 3.979 4.039 4.243
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 4.320 4.028 0.292 6.8% 0.137 3.2% 92% True False 18,796
10 4.320 3.980 0.340 7.9% 0.153 3.6% 94% True False 26,581
20 4.601 3.980 0.621 14.4% 0.157 3.6% 51% False False 39,609
40 4.601 3.890 0.711 16.5% 0.152 3.5% 57% False False 30,486
60 4.601 3.854 0.747 17.4% 0.139 3.2% 59% False False 24,752
80 4.613 3.854 0.759 17.7% 0.131 3.0% 58% False False 20,923
100 5.063 3.854 1.209 28.1% 0.123 2.9% 37% False False 17,878
120 5.327 3.854 1.473 34.3% 0.120 2.8% 30% False False 15,733
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 0.038
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.745
2.618 4.582
1.618 4.482
1.000 4.420
0.618 4.382
HIGH 4.320
0.618 4.282
0.500 4.270
0.382 4.258
LOW 4.220
0.618 4.158
1.000 4.120
1.618 4.058
2.618 3.958
4.250 3.795
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 4.289 4.263
PP 4.279 4.227
S1 4.270 4.192

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

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