NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 4.294 4.130 -0.164 -3.8% 4.506
High 4.296 4.223 -0.073 -1.7% 4.546
Low 4.133 4.078 -0.055 -1.3% 4.078
Close 4.160 4.188 0.028 0.7% 4.188
Range 0.163 0.145 -0.018 -11.0% 0.468
ATR 0.128 0.129 0.001 1.0% 0.000
Volume 3,337 5,378 2,041 61.2% 25,704
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.598 4.538 4.268
R3 4.453 4.393 4.228
R2 4.308 4.308 4.215
R1 4.248 4.248 4.201 4.278
PP 4.163 4.163 4.163 4.178
S1 4.103 4.103 4.175 4.133
S2 4.018 4.018 4.161
S3 3.873 3.958 4.148
S4 3.728 3.813 4.108
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.675 5.399 4.445
R3 5.207 4.931 4.317
R2 4.739 4.739 4.274
R1 4.463 4.463 4.231 4.367
PP 4.271 4.271 4.271 4.223
S1 3.995 3.995 4.145 3.899
S2 3.803 3.803 4.102
S3 3.335 3.527 4.059
S4 2.867 3.059 3.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.546 4.078 0.468 11.2% 0.137 3.3% 24% False True 5,140
10 4.598 4.078 0.520 12.4% 0.135 3.2% 21% False True 5,206
20 4.598 4.078 0.520 12.4% 0.129 3.1% 21% False True 4,014
40 4.598 3.942 0.656 15.7% 0.128 3.1% 38% False False 3,022
60 4.598 3.942 0.656 15.7% 0.109 2.6% 38% False False 2,470
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.839
2.618 4.603
1.618 4.458
1.000 4.368
0.618 4.313
HIGH 4.223
0.618 4.168
0.500 4.151
0.382 4.133
LOW 4.078
0.618 3.988
1.000 3.933
1.618 3.843
2.618 3.698
4.250 3.462
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 4.176 4.200
PP 4.163 4.196
S1 4.151 4.192

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

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