NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 4.064 4.077 0.013 0.3% 4.486
High 4.170 4.299 0.129 3.1% 4.510
Low 4.020 4.077 0.057 1.4% 4.020
Close 4.131 4.283 0.152 3.7% 4.131
Range 0.150 0.222 0.072 48.0% 0.490
ATR 0.133 0.140 0.006 4.7% 0.000
Volume 8,049 7,827 -222 -2.8% 45,515
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.886 4.806 4.405
R3 4.664 4.584 4.344
R2 4.442 4.442 4.324
R1 4.362 4.362 4.303 4.402
PP 4.220 4.220 4.220 4.240
S1 4.140 4.140 4.263 4.180
S2 3.998 3.998 4.242
S3 3.776 3.918 4.222
S4 3.554 3.696 4.161
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.690 5.401 4.401
R3 5.200 4.911 4.266
R2 4.710 4.710 4.221
R1 4.421 4.421 4.176 4.321
PP 4.220 4.220 4.220 4.170
S1 3.931 3.931 4.086 3.831
S2 3.730 3.730 4.041
S3 3.240 3.441 3.996
S4 2.750 2.951 3.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.391 4.020 0.371 8.7% 0.144 3.4% 71% False False 8,740
10 4.566 4.020 0.546 12.7% 0.150 3.5% 48% False False 10,488
20 4.566 4.020 0.546 12.7% 0.136 3.2% 48% False False 8,538
40 4.566 3.882 0.684 16.0% 0.135 3.1% 59% False False 6,648
60 4.566 3.882 0.684 16.0% 0.114 2.7% 59% False False 5,319
80 4.566 3.882 0.684 16.0% 0.108 2.5% 59% False False 4,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 5.243
2.618 4.880
1.618 4.658
1.000 4.521
0.618 4.436
HIGH 4.299
0.618 4.214
0.500 4.188
0.382 4.162
LOW 4.077
0.618 3.940
1.000 3.855
1.618 3.718
2.618 3.496
4.250 3.134
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 4.251 4.242
PP 4.220 4.201
S1 4.188 4.160

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

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