NYMEX Natural Gas Future May 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 4.363 4.545 0.182 4.2% 4.396
High 4.552 4.566 0.014 0.3% 4.426
Low 4.361 4.391 0.030 0.7% 4.130
Close 4.543 4.409 -0.134 -2.9% 4.325
Range 0.191 0.175 -0.016 -8.4% 0.296
ATR 0.130 0.133 0.003 2.5% 0.000
Volume 13,611 15,465 1,854 13.6% 35,935
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.980 4.870 4.505
R3 4.805 4.695 4.457
R2 4.630 4.630 4.441
R1 4.520 4.520 4.425 4.488
PP 4.455 4.455 4.455 4.439
S1 4.345 4.345 4.393 4.313
S2 4.280 4.280 4.377
S3 4.105 4.170 4.361
S4 3.930 3.995 4.313
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 4.566 4.256 0.310 7.0% 0.135 3.1% 49% True False 11,023
10 4.566 4.130 0.436 9.9% 0.135 3.1% 64% True False 9,070
20 4.566 3.919 0.647 14.7% 0.136 3.1% 76% True False 7,211
40 4.566 3.882 0.684 15.5% 0.123 2.8% 77% True False 5,498
60 4.566 3.882 0.684 15.5% 0.108 2.5% 77% True False 4,491
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.310
2.618 5.024
1.618 4.849
1.000 4.741
0.618 4.674
HIGH 4.566
0.618 4.499
0.500 4.479
0.382 4.458
LOW 4.391
0.618 4.283
1.000 4.216
1.618 4.108
2.618 3.933
4.250 3.647
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 4.479 4.460
PP 4.455 4.443
S1 4.432 4.426

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

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