NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 4.306 4.300 -0.006 -0.1% 4.100
High 4.359 4.433 0.074 1.7% 4.433
Low 4.238 4.300 0.062 1.5% 4.070
Close 4.337 4.401 0.064 1.5% 4.401
Range 0.121 0.133 0.012 9.9% 0.363
ATR 0.143 0.143 -0.001 -0.5% 0.000
Volume 14,837 16,009 1,172 7.9% 65,320
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.777 4.722 4.474
R3 4.644 4.589 4.438
R2 4.511 4.511 4.425
R1 4.456 4.456 4.413 4.484
PP 4.378 4.378 4.378 4.392
S1 4.323 4.323 4.389 4.351
S2 4.245 4.245 4.377
S3 4.112 4.190 4.364
S4 3.979 4.057 4.328
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.390 5.259 4.601
R3 5.027 4.896 4.501
R2 4.664 4.664 4.468
R1 4.533 4.533 4.434 4.599
PP 4.301 4.301 4.301 4.334
S1 4.170 4.170 4.368 4.236
S2 3.938 3.938 4.334
S3 3.575 3.807 4.301
S4 3.212 3.444 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.433 4.070 0.363 8.2% 0.128 2.9% 91% True False 13,064
10 4.433 3.980 0.453 10.3% 0.145 3.3% 93% True False 17,175
20 4.557 3.980 0.577 13.1% 0.146 3.3% 73% False False 23,049
40 4.557 3.879 0.678 15.4% 0.144 3.3% 77% False False 20,398
60 4.557 3.848 0.709 16.1% 0.133 3.0% 78% False False 17,626
80 4.557 3.848 0.709 16.1% 0.123 2.8% 78% False False 15,111
100 4.791 3.848 0.943 21.4% 0.114 2.6% 59% False False 13,223
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 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.998
2.618 4.781
1.618 4.648
1.000 4.566
0.618 4.515
HIGH 4.433
0.618 4.382
0.500 4.367
0.382 4.351
LOW 4.300
0.618 4.218
1.000 4.167
1.618 4.085
2.618 3.952
4.250 3.735
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 4.390 4.374
PP 4.378 4.347
S1 4.367 4.320

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

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