NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 4.470 4.368 -0.102 -2.3% 4.370
High 4.510 4.577 0.067 1.5% 4.454
Low 4.366 4.339 -0.027 -0.6% 4.125
Close 4.376 4.570 0.194 4.4% 4.324
Range 0.144 0.238 0.094 65.3% 0.329
ATR 0.144 0.151 0.007 4.6% 0.000
Volume 40,138 78,236 38,098 94.9% 112,101
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.209 5.128 4.701
R3 4.971 4.890 4.635
R2 4.733 4.733 4.614
R1 4.652 4.652 4.592 4.693
PP 4.495 4.495 4.495 4.516
S1 4.414 4.414 4.548 4.455
S2 4.257 4.257 4.526
S3 4.019 4.176 4.505
S4 3.781 3.938 4.439
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 4.577 4.179 0.398 8.7% 0.154 3.4% 98% True False 40,610
10 4.577 4.125 0.452 9.9% 0.155 3.4% 98% True False 29,796
20 4.577 3.890 0.687 15.0% 0.156 3.4% 99% True False 25,554
40 4.577 3.854 0.723 15.8% 0.140 3.1% 99% True False 21,009
60 4.580 3.854 0.726 15.9% 0.126 2.8% 99% False False 17,471
80 4.850 3.854 0.996 21.8% 0.119 2.6% 72% False False 14,856
100 5.327 3.854 1.473 32.2% 0.115 2.5% 49% False False 12,951
120 5.709 3.854 1.855 40.6% 0.116 2.5% 39% False False 11,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.589
2.618 5.200
1.618 4.962
1.000 4.815
0.618 4.724
HIGH 4.577
0.618 4.486
0.500 4.458
0.382 4.430
LOW 4.339
0.618 4.192
1.000 4.101
1.618 3.954
2.618 3.716
4.250 3.328
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 4.533 4.533
PP 4.495 4.495
S1 4.458 4.458

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

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