NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 4.380 4.458 0.078 1.8% 4.373
High 4.454 4.528 0.074 1.7% 4.601
Low 4.333 4.322 -0.011 -0.3% 4.333
Close 4.409 4.415 0.006 0.1% 4.409
Range 0.121 0.206 0.085 70.2% 0.268
ATR 0.153 0.157 0.004 2.5% 0.000
Volume 85,168 59,635 -25,533 -30.0% 318,163
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.040 4.933 4.528
R3 4.834 4.727 4.472
R2 4.628 4.628 4.453
R1 4.521 4.521 4.434 4.472
PP 4.422 4.422 4.422 4.397
S1 4.315 4.315 4.396 4.266
S2 4.216 4.216 4.377
S3 4.010 4.109 4.358
S4 3.804 3.903 4.302
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.252 5.098 4.556
R3 4.984 4.830 4.483
R2 4.716 4.716 4.458
R1 4.562 4.562 4.434 4.639
PP 4.448 4.448 4.448 4.486
S1 4.294 4.294 4.384 4.371
S2 4.180 4.180 4.360
S3 3.912 4.026 4.335
S4 3.644 3.758 4.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.601 4.322 0.279 6.3% 0.184 4.2% 33% False True 71,010
10 4.601 4.125 0.476 10.8% 0.156 3.5% 61% False False 48,327
20 4.601 3.890 0.711 16.1% 0.158 3.6% 74% False False 33,608
40 4.601 3.854 0.747 16.9% 0.146 3.3% 75% False False 25,672
60 4.601 3.854 0.747 16.9% 0.129 2.9% 75% False False 20,812
80 4.730 3.854 0.876 19.8% 0.122 2.8% 64% False False 17,683
100 5.327 3.854 1.473 33.4% 0.118 2.7% 38% False False 15,246
120 5.582 3.854 1.728 39.1% 0.116 2.6% 32% False False 13,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 5.404
2.618 5.067
1.618 4.861
1.000 4.734
0.618 4.655
HIGH 4.528
0.618 4.449
0.500 4.425
0.382 4.401
LOW 4.322
0.618 4.195
1.000 4.116
1.618 3.989
2.618 3.783
4.250 3.447
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 4.425 4.462
PP 4.422 4.446
S1 4.418 4.431

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

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