NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 4.349 4.525 0.176 4.0% 4.330
High 4.528 4.557 0.029 0.6% 4.408
Low 4.306 4.354 0.048 1.1% 4.096
Close 4.521 4.379 -0.142 -3.1% 4.297
Range 0.222 0.203 -0.019 -8.6% 0.312
ATR 0.142 0.146 0.004 3.1% 0.000
Volume 38,013 43,996 5,983 15.7% 99,419
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.039 4.912 4.491
R3 4.836 4.709 4.435
R2 4.633 4.633 4.416
R1 4.506 4.506 4.398 4.468
PP 4.430 4.430 4.430 4.411
S1 4.303 4.303 4.360 4.265
S2 4.227 4.227 4.342
S3 4.024 4.100 4.323
S4 3.821 3.897 4.267
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 4.557 4.230 0.327 7.5% 0.153 3.5% 46% True False 32,444
10 4.557 4.096 0.461 10.5% 0.152 3.5% 61% True False 25,486
20 4.557 3.879 0.678 15.5% 0.149 3.4% 74% True False 21,432
40 4.557 3.848 0.709 16.2% 0.135 3.1% 75% True False 17,687
60 4.557 3.848 0.709 16.2% 0.120 2.7% 75% True False 14,613
80 4.750 3.848 0.902 20.6% 0.111 2.5% 59% False False 12,473
100 5.116 3.848 1.268 29.0% 0.107 2.4% 42% False False 10,914
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.420
2.618 5.088
1.618 4.885
1.000 4.760
0.618 4.682
HIGH 4.557
0.618 4.479
0.500 4.456
0.382 4.432
LOW 4.354
0.618 4.229
1.000 4.151
1.618 4.026
2.618 3.823
4.250 3.491
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 4.456 4.432
PP 4.430 4.414
S1 4.405 4.397

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

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