NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 4.240 4.280 0.040 0.9% 4.349
High 4.276 4.309 0.033 0.8% 4.470
Low 4.180 4.210 0.030 0.7% 4.298
Close 4.227 4.282 0.055 1.3% 4.403
Range 0.096 0.099 0.003 3.1% 0.172
ATR 0.127 0.125 -0.002 -1.6% 0.000
Volume 3,796 3,148 -648 -17.1% 9,639
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.564 4.522 4.336
R3 4.465 4.423 4.309
R2 4.366 4.366 4.300
R1 4.324 4.324 4.291 4.345
PP 4.267 4.267 4.267 4.278
S1 4.225 4.225 4.273 4.246
S2 4.168 4.168 4.264
S3 4.069 4.126 4.255
S4 3.970 4.027 4.228
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.906 4.827 4.498
R3 4.734 4.655 4.450
R2 4.562 4.562 4.435
R1 4.483 4.483 4.419 4.523
PP 4.390 4.390 4.390 4.410
S1 4.311 4.311 4.387 4.351
S2 4.218 4.218 4.371
S3 4.046 4.139 4.356
S4 3.874 3.967 4.308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 4.180 0.290 6.8% 0.135 3.2% 35% False False 2,456
10 4.470 4.039 0.431 10.1% 0.139 3.2% 56% False False 2,583
20 4.470 3.980 0.490 11.4% 0.127 3.0% 62% False False 2,268
40 4.470 3.942 0.528 12.3% 0.112 2.6% 64% False False 1,943
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.730
2.618 4.568
1.618 4.469
1.000 4.408
0.618 4.370
HIGH 4.309
0.618 4.271
0.500 4.260
0.382 4.248
LOW 4.210
0.618 4.149
1.000 4.111
1.618 4.050
2.618 3.951
4.250 3.789
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 4.275 4.323
PP 4.267 4.309
S1 4.260 4.296

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

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