NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 4.269 4.239 -0.030 -0.7% 4.375
High 4.280 4.251 -0.029 -0.7% 4.566
Low 4.218 4.086 -0.132 -3.1% 4.337
Close 4.248 4.108 -0.140 -3.3% 4.405
Range 0.062 0.165 0.103 166.1% 0.229
ATR 0.130 0.132 0.003 2.0% 0.000
Volume 10,843 5,694 -5,149 -47.5% 57,706
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.643 4.541 4.199
R3 4.478 4.376 4.153
R2 4.313 4.313 4.138
R1 4.211 4.211 4.123 4.180
PP 4.148 4.148 4.148 4.133
S1 4.046 4.046 4.093 4.015
S2 3.983 3.983 4.078
S3 3.818 3.881 4.063
S4 3.653 3.716 4.017
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 4.510 4.086 0.424 10.3% 0.125 3.0% 5% False True 9,856
10 4.566 4.086 0.480 11.7% 0.130 3.2% 5% False True 10,439
20 4.566 4.041 0.525 12.8% 0.132 3.2% 13% False False 8,254
40 4.566 3.882 0.684 16.7% 0.131 3.2% 33% False False 6,345
60 4.566 3.882 0.684 16.7% 0.110 2.7% 33% False False 5,105
80 4.566 3.882 0.684 16.7% 0.105 2.6% 33% False False 4,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.952
2.618 4.683
1.618 4.518
1.000 4.416
0.618 4.353
HIGH 4.251
0.618 4.188
0.500 4.169
0.382 4.149
LOW 4.086
0.618 3.984
1.000 3.921
1.618 3.819
2.618 3.654
4.250 3.385
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 4.169 4.239
PP 4.148 4.195
S1 4.128 4.152

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

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