NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 4.375 4.459 0.084 1.9% 4.396
High 4.455 4.487 0.032 0.7% 4.426
Low 4.362 4.354 -0.008 -0.2% 4.130
Close 4.425 4.370 -0.055 -1.2% 4.325
Range 0.093 0.133 0.040 43.0% 0.296
ATR 0.125 0.125 0.001 0.5% 0.000
Volume 6,166 10,650 4,484 72.7% 35,935
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.803 4.719 4.443
R3 4.670 4.586 4.407
R2 4.537 4.537 4.394
R1 4.453 4.453 4.382 4.429
PP 4.404 4.404 4.404 4.391
S1 4.320 4.320 4.358 4.296
S2 4.271 4.271 4.346
S3 4.138 4.187 4.333
S4 4.005 4.054 4.297
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.182 5.049 4.488
R3 4.886 4.753 4.406
R2 4.590 4.590 4.379
R1 4.457 4.457 4.352 4.376
PP 4.294 4.294 4.294 4.253
S1 4.161 4.161 4.298 4.080
S2 3.998 3.998 4.271
S3 3.702 3.865 4.244
S4 3.406 3.569 4.162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.487 4.159 0.328 7.5% 0.111 2.5% 64% True False 8,031
10 4.487 4.130 0.357 8.2% 0.122 2.8% 67% True False 7,193
20 4.487 3.919 0.568 13.0% 0.131 3.0% 79% True False 6,627
40 4.487 3.882 0.605 13.8% 0.118 2.7% 81% True False 4,879
60 4.541 3.882 0.659 15.1% 0.105 2.4% 74% False False 4,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.052
2.618 4.835
1.618 4.702
1.000 4.620
0.618 4.569
HIGH 4.487
0.618 4.436
0.500 4.421
0.382 4.405
LOW 4.354
0.618 4.272
1.000 4.221
1.618 4.139
2.618 4.006
4.250 3.789
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 4.421 4.372
PP 4.404 4.371
S1 4.387 4.371

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

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