NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 4.486 4.390 -0.096 -2.1% 4.375
High 4.510 4.391 -0.119 -2.6% 4.566
Low 4.325 4.272 -0.053 -1.2% 4.337
Close 4.413 4.272 -0.141 -3.2% 4.405
Range 0.185 0.119 -0.066 -35.7% 0.229
ATR 0.134 0.135 0.000 0.4% 0.000
Volume 9,638 11,291 1,653 17.2% 57,706
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.669 4.589 4.337
R3 4.550 4.470 4.305
R2 4.431 4.431 4.294
R1 4.351 4.351 4.283 4.332
PP 4.312 4.312 4.312 4.302
S1 4.232 4.232 4.261 4.213
S2 4.193 4.193 4.250
S3 4.074 4.113 4.239
S4 3.955 3.994 4.207
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 4.272 0.294 6.9% 0.153 3.6% 0% False True 12,363
10 4.566 4.159 0.407 9.5% 0.132 3.1% 28% False False 10,197
20 4.566 3.978 0.588 13.8% 0.135 3.2% 50% False False 7,894
40 4.566 3.882 0.684 16.0% 0.128 3.0% 57% False False 6,055
60 4.566 3.882 0.684 16.0% 0.109 2.5% 57% False False 4,920
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.897
2.618 4.703
1.618 4.584
1.000 4.510
0.618 4.465
HIGH 4.391
0.618 4.346
0.500 4.332
0.382 4.317
LOW 4.272
0.618 4.198
1.000 4.153
1.618 4.079
2.618 3.960
4.250 3.766
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 4.332 4.391
PP 4.312 4.351
S1 4.292 4.312

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

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