NYMEX Natural Gas Future April 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 4.285 4.333 0.048 1.1% 4.330
High 4.318 4.435 0.117 2.7% 4.408
Low 4.230 4.322 0.092 2.2% 4.096
Close 4.297 4.403 0.106 2.5% 4.297
Range 0.088 0.113 0.025 28.4% 0.312
ATR 0.135 0.135 0.000 0.2% 0.000
Volume 29,055 18,470 -10,585 -36.4% 99,419
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.726 4.677 4.465
R3 4.613 4.564 4.434
R2 4.500 4.500 4.424
R1 4.451 4.451 4.413 4.476
PP 4.387 4.387 4.387 4.399
S1 4.338 4.338 4.393 4.363
S2 4.274 4.274 4.382
S3 4.161 4.225 4.372
S4 4.048 4.112 4.341
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.203 5.062 4.469
R3 4.891 4.750 4.383
R2 4.579 4.579 4.354
R1 4.438 4.438 4.326 4.353
PP 4.267 4.267 4.267 4.224
S1 4.126 4.126 4.268 4.041
S2 3.955 3.955 4.240
S3 3.643 3.814 4.211
S4 3.331 3.502 4.125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.435 4.096 0.339 7.7% 0.116 2.6% 91% True False 22,526
10 4.435 4.096 0.339 7.7% 0.136 3.1% 91% True False 19,872
20 4.435 3.879 0.556 12.6% 0.142 3.2% 94% True False 18,709
40 4.435 3.848 0.587 13.3% 0.126 2.9% 95% True False 15,545
60 4.530 3.848 0.682 15.5% 0.116 2.6% 81% False False 13,074
80 4.791 3.848 0.943 21.4% 0.108 2.4% 59% False False 11,218
100 5.116 3.848 1.268 28.8% 0.104 2.4% 44% False False 9,878
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.915
2.618 4.731
1.618 4.618
1.000 4.548
0.618 4.505
HIGH 4.435
0.618 4.392
0.500 4.379
0.382 4.365
LOW 4.322
0.618 4.252
1.000 4.209
1.618 4.139
2.618 4.026
4.250 3.842
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 4.395 4.366
PP 4.387 4.329
S1 4.379 4.292

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

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