NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 4.230 4.222 -0.008 -0.2% 4.333
High 4.252 4.231 -0.021 -0.5% 4.557
Low 4.185 4.041 -0.144 -3.4% 4.303
Close 4.216 4.071 -0.145 -3.4% 4.375
Range 0.067 0.190 0.123 183.6% 0.254
ATR 0.141 0.145 0.003 2.5% 0.000
Volume 22,452 22,923 471 2.1% 165,441
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.684 4.568 4.176
R3 4.494 4.378 4.123
R2 4.304 4.304 4.106
R1 4.188 4.188 4.088 4.151
PP 4.114 4.114 4.114 4.096
S1 3.998 3.998 4.054 3.961
S2 3.924 3.924 4.036
S3 3.734 3.808 4.019
S4 3.544 3.618 3.967
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.174 5.028 4.515
R3 4.920 4.774 4.445
R2 4.666 4.666 4.422
R1 4.520 4.520 4.398 4.593
PP 4.412 4.412 4.412 4.448
S1 4.266 4.266 4.352 4.339
S2 4.158 4.158 4.328
S3 3.904 4.012 4.305
S4 3.650 3.758 4.235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.487 4.041 0.446 11.0% 0.141 3.5% 7% False True 25,404
10 4.557 4.041 0.516 12.7% 0.147 3.6% 6% False True 28,924
20 4.557 4.005 0.552 13.6% 0.147 3.6% 12% False False 23,808
40 4.557 3.848 0.709 17.4% 0.144 3.5% 31% False False 19,551
60 4.557 3.848 0.709 17.4% 0.122 3.0% 31% False False 16,021
80 4.557 3.848 0.709 17.4% 0.116 2.8% 31% False False 13,784
100 5.116 3.848 1.268 31.1% 0.110 2.7% 18% False False 12,055
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.039
2.618 4.728
1.618 4.538
1.000 4.421
0.618 4.348
HIGH 4.231
0.618 4.158
0.500 4.136
0.382 4.114
LOW 4.041
0.618 3.924
1.000 3.851
1.618 3.734
2.618 3.544
4.250 3.234
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 4.136 4.213
PP 4.114 4.166
S1 4.093 4.118

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

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