NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 4.411 4.486 0.075 1.7% 4.375
High 4.432 4.510 0.078 1.8% 4.566
Low 4.337 4.325 -0.012 -0.3% 4.337
Close 4.405 4.413 0.008 0.2% 4.405
Range 0.095 0.185 0.090 94.7% 0.229
ATR 0.130 0.134 0.004 3.0% 0.000
Volume 11,814 9,638 -2,176 -18.4% 57,706
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.971 4.877 4.515
R3 4.786 4.692 4.464
R2 4.601 4.601 4.447
R1 4.507 4.507 4.430 4.462
PP 4.416 4.416 4.416 4.393
S1 4.322 4.322 4.396 4.277
S2 4.231 4.231 4.379
S3 4.046 4.137 4.362
S4 3.861 3.952 4.311
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 4.325 0.241 5.5% 0.156 3.5% 37% False True 12,235
10 4.566 4.130 0.436 9.9% 0.130 3.0% 65% False False 9,940
20 4.566 3.919 0.647 14.7% 0.135 3.1% 76% False False 7,568
40 4.566 3.882 0.684 15.5% 0.126 2.9% 78% False False 5,853
60 4.566 3.882 0.684 15.5% 0.109 2.5% 78% False False 4,786
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.296
2.618 4.994
1.618 4.809
1.000 4.695
0.618 4.624
HIGH 4.510
0.618 4.439
0.500 4.418
0.382 4.396
LOW 4.325
0.618 4.211
1.000 4.140
1.618 4.026
2.618 3.841
4.250 3.539
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 4.418 4.446
PP 4.416 4.435
S1 4.415 4.424

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

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