NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 4.297 4.294 -0.003 -0.1% 4.425
High 4.322 4.296 -0.026 -0.6% 4.598
Low 4.266 4.133 -0.133 -3.1% 4.380
Close 4.294 4.160 -0.134 -3.1% 4.444
Range 0.056 0.163 0.107 191.1% 0.218
ATR 0.125 0.128 0.003 2.2% 0.000
Volume 5,990 3,337 -2,653 -44.3% 26,356
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.685 4.586 4.250
R3 4.522 4.423 4.205
R2 4.359 4.359 4.190
R1 4.260 4.260 4.175 4.228
PP 4.196 4.196 4.196 4.181
S1 4.097 4.097 4.145 4.065
S2 4.033 4.033 4.130
S3 3.870 3.934 4.115
S4 3.707 3.771 4.070
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 4.546 4.133 0.413 9.9% 0.127 3.1% 7% False True 5,030
10 4.598 4.133 0.465 11.2% 0.127 3.0% 6% False True 5,173
20 4.598 4.103 0.495 11.9% 0.129 3.1% 12% False False 3,874
40 4.598 3.942 0.656 15.8% 0.128 3.1% 33% False False 2,900
60 4.598 3.942 0.656 15.8% 0.108 2.6% 33% False False 2,399
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.989
2.618 4.723
1.618 4.560
1.000 4.459
0.618 4.397
HIGH 4.296
0.618 4.234
0.500 4.215
0.382 4.195
LOW 4.133
0.618 4.032
1.000 3.970
1.618 3.869
2.618 3.706
4.250 3.440
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 4.215 4.291
PP 4.196 4.247
S1 4.178 4.204

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

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