NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 4.322 4.373 0.051 1.2% 4.370
High 4.352 4.487 0.135 3.1% 4.454
Low 4.258 4.355 0.097 2.3% 4.125
Close 4.324 4.446 0.122 2.8% 4.324
Range 0.094 0.132 0.038 40.4% 0.329
ATR 0.143 0.144 0.001 1.0% 0.000
Volume 31,028 22,744 -8,284 -26.7% 112,101
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.825 4.768 4.519
R3 4.693 4.636 4.482
R2 4.561 4.561 4.470
R1 4.504 4.504 4.458 4.533
PP 4.429 4.429 4.429 4.444
S1 4.372 4.372 4.434 4.401
S2 4.297 4.297 4.422
S3 4.165 4.240 4.410
S4 4.033 4.108 4.373
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.288 5.135 4.505
R3 4.959 4.806 4.414
R2 4.630 4.630 4.384
R1 4.477 4.477 4.354 4.389
PP 4.301 4.301 4.301 4.257
S1 4.148 4.148 4.294 4.060
S2 3.972 3.972 4.264
S3 3.643 3.819 4.234
S4 3.314 3.490 4.143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.487 4.125 0.362 8.1% 0.127 2.9% 89% True False 25,643
10 4.487 4.125 0.362 8.1% 0.145 3.3% 89% True False 22,663
20 4.487 3.890 0.597 13.4% 0.151 3.4% 93% True False 22,462
40 4.487 3.854 0.633 14.2% 0.133 3.0% 94% True False 18,701
60 4.613 3.854 0.759 17.1% 0.124 2.8% 78% False False 15,835
80 4.914 3.854 1.060 23.8% 0.117 2.6% 56% False False 13,472
100 5.327 3.854 1.473 33.1% 0.113 2.5% 40% False False 11,875
120 5.710 3.854 1.856 41.7% 0.114 2.6% 32% False False 10,783
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 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.048
2.618 4.833
1.618 4.701
1.000 4.619
0.618 4.569
HIGH 4.487
0.618 4.437
0.500 4.421
0.382 4.405
LOW 4.355
0.618 4.273
1.000 4.223
1.618 4.141
2.618 4.009
4.250 3.794
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 4.438 4.408
PP 4.429 4.371
S1 4.421 4.333

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

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