NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 4.275 4.343 0.068 1.6% 4.077
High 4.342 4.389 0.047 1.1% 4.299
Low 4.239 4.269 0.030 0.7% 4.066
Close 4.322 4.366 0.044 1.0% 4.193
Range 0.103 0.120 0.017 16.5% 0.233
ATR 0.134 0.133 -0.001 -0.8% 0.000
Volume 5,920 6,419 499 8.4% 27,903
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.701 4.654 4.432
R3 4.581 4.534 4.399
R2 4.461 4.461 4.388
R1 4.414 4.414 4.377 4.438
PP 4.341 4.341 4.341 4.353
S1 4.294 4.294 4.355 4.318
S2 4.221 4.221 4.344
S3 4.101 4.174 4.333
S4 3.981 4.054 4.300
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.885 4.772 4.321
R3 4.652 4.539 4.257
R2 4.419 4.419 4.236
R1 4.306 4.306 4.214 4.363
PP 4.186 4.186 4.186 4.214
S1 4.073 4.073 4.172 4.130
S2 3.953 3.953 4.150
S3 3.720 3.840 4.129
S4 3.487 3.607 4.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.389 4.110 0.279 6.4% 0.111 2.5% 92% True False 5,564
10 4.389 4.020 0.369 8.5% 0.139 3.2% 94% True False 6,208
20 4.566 4.020 0.546 12.5% 0.133 3.0% 63% False False 8,445
40 4.566 3.919 0.647 14.8% 0.131 3.0% 69% False False 7,048
60 4.566 3.882 0.684 15.7% 0.120 2.8% 71% False False 5,701
80 4.566 3.882 0.684 15.7% 0.110 2.5% 71% False False 4,815
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.899
2.618 4.703
1.618 4.583
1.000 4.509
0.618 4.463
HIGH 4.389
0.618 4.343
0.500 4.329
0.382 4.315
LOW 4.269
0.618 4.195
1.000 4.149
1.618 4.075
2.618 3.955
4.250 3.759
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 4.354 4.338
PP 4.341 4.310
S1 4.329 4.282

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

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