NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 4.545 4.411 -0.134 -2.9% 4.375
High 4.566 4.432 -0.134 -2.9% 4.566
Low 4.391 4.337 -0.054 -1.2% 4.337
Close 4.409 4.405 -0.004 -0.1% 4.405
Range 0.175 0.095 -0.080 -45.7% 0.229
ATR 0.133 0.130 -0.003 -2.0% 0.000
Volume 15,465 11,814 -3,651 -23.6% 57,706
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.676 4.636 4.457
R3 4.581 4.541 4.431
R2 4.486 4.486 4.422
R1 4.446 4.446 4.414 4.419
PP 4.391 4.391 4.391 4.378
S1 4.351 4.351 4.396 4.324
S2 4.296 4.296 4.388
S3 4.201 4.256 4.379
S4 4.106 4.161 4.353
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.123 4.993 4.531
R3 4.894 4.764 4.468
R2 4.665 4.665 4.447
R1 4.535 4.535 4.426 4.600
PP 4.436 4.436 4.436 4.469
S1 4.306 4.306 4.384 4.371
S2 4.207 4.207 4.363
S3 3.978 4.077 4.342
S4 3.749 3.848 4.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.566 4.337 0.229 5.2% 0.137 3.1% 30% False True 11,541
10 4.566 4.130 0.436 9.9% 0.138 3.1% 63% False False 9,364
20 4.566 3.919 0.647 14.7% 0.132 3.0% 75% False False 7,424
40 4.566 3.882 0.684 15.5% 0.124 2.8% 76% False False 5,688
60 4.566 3.882 0.684 15.5% 0.107 2.4% 76% False False 4,669
Crabel Price Patterns
NR True
NR4 True
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 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.836
2.618 4.681
1.618 4.586
1.000 4.527
0.618 4.491
HIGH 4.432
0.618 4.396
0.500 4.385
0.382 4.373
LOW 4.337
0.618 4.278
1.000 4.242
1.618 4.183
2.618 4.088
4.250 3.933
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 4.398 4.452
PP 4.391 4.436
S1 4.385 4.421

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

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