NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 4.578 4.452 -0.126 -2.8% 4.425
High 4.598 4.475 -0.123 -2.7% 4.598
Low 4.430 4.380 -0.050 -1.1% 4.380
Close 4.449 4.444 -0.005 -0.1% 4.444
Range 0.168 0.095 -0.073 -43.5% 0.218
ATR 0.128 0.125 -0.002 -1.8% 0.000
Volume 7,716 4,825 -2,891 -37.5% 26,356
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.718 4.676 4.496
R3 4.623 4.581 4.470
R2 4.528 4.528 4.461
R1 4.486 4.486 4.453 4.460
PP 4.433 4.433 4.433 4.420
S1 4.391 4.391 4.435 4.365
S2 4.338 4.338 4.427
S3 4.243 4.296 4.418
S4 4.148 4.201 4.392
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.128 5.004 4.564
R3 4.910 4.786 4.504
R2 4.692 4.692 4.484
R1 4.568 4.568 4.464 4.630
PP 4.474 4.474 4.474 4.505
S1 4.350 4.350 4.424 4.412
S2 4.256 4.256 4.404
S3 4.038 4.132 4.384
S4 3.820 3.914 4.324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.598 4.380 0.218 4.9% 0.132 3.0% 29% False True 5,271
10 4.598 4.180 0.418 9.4% 0.130 2.9% 63% False False 4,270
20 4.598 3.980 0.618 13.9% 0.128 2.9% 75% False False 3,355
40 4.598 3.942 0.656 14.8% 0.120 2.7% 77% False False 2,528
60 4.598 3.942 0.656 14.8% 0.105 2.4% 77% False False 2,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.879
2.618 4.724
1.618 4.629
1.000 4.570
0.618 4.534
HIGH 4.475
0.618 4.439
0.500 4.428
0.382 4.416
LOW 4.380
0.618 4.321
1.000 4.285
1.618 4.226
2.618 4.131
4.250 3.976
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 4.439 4.489
PP 4.433 4.474
S1 4.428 4.459

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

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