NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 4.267 4.153 -0.114 -2.7% 4.486
High 4.271 4.230 -0.041 -1.0% 4.510
Low 4.137 4.066 -0.071 -1.7% 4.020
Close 4.138 4.229 0.091 2.2% 4.131
Range 0.134 0.164 0.030 22.4% 0.490
ATR 0.140 0.142 0.002 1.2% 0.000
Volume 6,712 5,975 -737 -11.0% 45,515
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.667 4.612 4.319
R3 4.503 4.448 4.274
R2 4.339 4.339 4.259
R1 4.284 4.284 4.244 4.312
PP 4.175 4.175 4.175 4.189
S1 4.120 4.120 4.214 4.148
S2 4.011 4.011 4.199
S3 3.847 3.956 4.184
S4 3.683 3.792 4.139
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 6.6% 0.167 3.9% 75% False False 6,851
10 4.566 4.020 0.546 12.9% 0.147 3.5% 38% False False 9,330
20 4.566 4.020 0.546 12.9% 0.139 3.3% 38% False False 8,711
40 4.566 3.919 0.647 15.3% 0.137 3.2% 48% False False 6,836
60 4.566 3.882 0.684 16.2% 0.117 2.8% 51% False False 5,457
80 4.566 3.882 0.684 16.2% 0.108 2.6% 51% False False 4,643
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.927
2.618 4.659
1.618 4.495
1.000 4.394
0.618 4.331
HIGH 4.230
0.618 4.167
0.500 4.148
0.382 4.129
LOW 4.066
0.618 3.965
1.000 3.902
1.618 3.801
2.618 3.637
4.250 3.369
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 4.202 4.214
PP 4.175 4.198
S1 4.148 4.183

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

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