NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 4.449 4.297 -0.152 -3.4% 4.425
High 4.449 4.322 -0.127 -2.9% 4.598
Low 4.313 4.266 -0.047 -1.1% 4.380
Close 4.316 4.294 -0.022 -0.5% 4.444
Range 0.136 0.056 -0.080 -58.8% 0.218
ATR 0.130 0.125 -0.005 -4.1% 0.000
Volume 5,750 5,990 240 4.2% 26,356
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.462 4.434 4.325
R3 4.406 4.378 4.309
R2 4.350 4.350 4.304
R1 4.322 4.322 4.299 4.308
PP 4.294 4.294 4.294 4.287
S1 4.266 4.266 4.289 4.252
S2 4.238 4.238 4.284
S3 4.182 4.210 4.279
S4 4.126 4.154 4.263
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 4.266 0.332 7.7% 0.128 3.0% 8% False True 5,906
10 4.598 4.238 0.360 8.4% 0.123 2.9% 16% False False 5,210
20 4.598 4.039 0.559 13.0% 0.131 3.0% 46% False False 3,896
40 4.598 3.942 0.656 15.3% 0.125 2.9% 54% False False 2,835
60 4.598 3.942 0.656 15.3% 0.107 2.5% 54% False False 2,371
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.560
2.618 4.469
1.618 4.413
1.000 4.378
0.618 4.357
HIGH 4.322
0.618 4.301
0.500 4.294
0.382 4.287
LOW 4.266
0.618 4.231
1.000 4.210
1.618 4.175
2.618 4.119
4.250 4.028
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 4.294 4.406
PP 4.294 4.369
S1 4.294 4.331

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

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