NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 4.410 4.260 -0.150 -3.4% 4.373
High 4.421 4.283 -0.138 -3.1% 4.601
Low 4.263 4.210 -0.053 -1.2% 4.333
Close 4.268 4.235 -0.033 -0.8% 4.409
Range 0.158 0.073 -0.085 -53.8% 0.268
ATR 0.157 0.151 -0.006 -3.8% 0.000
Volume 63,996 34,158 -29,838 -46.6% 318,163
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.462 4.421 4.275
R3 4.389 4.348 4.255
R2 4.316 4.316 4.248
R1 4.275 4.275 4.242 4.259
PP 4.243 4.243 4.243 4.235
S1 4.202 4.202 4.228 4.186
S2 4.170 4.170 4.222
S3 4.097 4.129 4.215
S4 4.024 4.056 4.195
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 4.210 0.391 9.2% 0.154 3.6% 6% False True 66,966
10 4.601 4.179 0.422 10.0% 0.154 3.6% 13% False False 53,788
20 4.601 3.963 0.638 15.1% 0.157 3.7% 43% False False 36,790
40 4.601 3.854 0.747 17.6% 0.149 3.5% 51% False False 27,604
60 4.601 3.854 0.747 17.6% 0.129 3.0% 51% False False 22,195
80 4.613 3.854 0.759 17.9% 0.123 2.9% 50% False False 18,813
100 5.327 3.854 1.473 34.8% 0.119 2.8% 26% False False 16,152
120 5.546 3.854 1.692 40.0% 0.117 2.8% 23% False False 14,175
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 0.036
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.593
2.618 4.474
1.618 4.401
1.000 4.356
0.618 4.328
HIGH 4.283
0.618 4.255
0.500 4.247
0.382 4.238
LOW 4.210
0.618 4.165
1.000 4.137
1.618 4.092
2.618 4.019
4.250 3.900
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 4.247 4.369
PP 4.243 4.324
S1 4.239 4.280

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

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