NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 4.077 4.267 0.190 4.7% 4.486
High 4.299 4.271 -0.028 -0.7% 4.510
Low 4.077 4.137 0.060 1.5% 4.020
Close 4.283 4.138 -0.145 -3.4% 4.131
Range 0.222 0.134 -0.088 -39.6% 0.490
ATR 0.140 0.140 0.000 0.3% 0.000
Volume 7,827 6,712 -1,115 -14.2% 45,515
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.584 4.495 4.212
R3 4.450 4.361 4.175
R2 4.316 4.316 4.163
R1 4.227 4.227 4.150 4.205
PP 4.182 4.182 4.182 4.171
S1 4.093 4.093 4.126 4.071
S2 4.048 4.048 4.113
S3 3.914 3.959 4.101
S4 3.780 3.825 4.064
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 4.299 4.020 0.279 6.7% 0.147 3.5% 42% False False 7,825
10 4.566 4.020 0.546 13.2% 0.150 3.6% 22% False False 10,094
20 4.566 4.020 0.546 13.2% 0.136 3.3% 22% False False 8,644
40 4.566 3.919 0.647 15.6% 0.135 3.3% 34% False False 6,750
60 4.566 3.882 0.684 16.5% 0.115 2.8% 37% False False 5,407
80 4.566 3.882 0.684 16.5% 0.108 2.6% 37% False False 4,592
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.841
2.618 4.622
1.618 4.488
1.000 4.405
0.618 4.354
HIGH 4.271
0.618 4.220
0.500 4.204
0.382 4.188
LOW 4.137
0.618 4.054
1.000 4.003
1.618 3.920
2.618 3.786
4.250 3.568
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 4.204 4.160
PP 4.182 4.152
S1 4.160 4.145

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

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