NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 4.130 4.142 0.012 0.3% 4.506
High 4.223 4.352 0.129 3.1% 4.546
Low 4.078 4.142 0.064 1.6% 4.078
Close 4.188 4.336 0.148 3.5% 4.188
Range 0.145 0.210 0.065 44.8% 0.468
ATR 0.129 0.135 0.006 4.5% 0.000
Volume 5,378 4,964 -414 -7.7% 25,704
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.907 4.831 4.452
R3 4.697 4.621 4.394
R2 4.487 4.487 4.375
R1 4.411 4.411 4.355 4.449
PP 4.277 4.277 4.277 4.296
S1 4.201 4.201 4.317 4.239
S2 4.067 4.067 4.298
S3 3.857 3.991 4.278
S4 3.647 3.781 4.221
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 4.449 4.078 0.371 8.6% 0.142 3.3% 70% False False 5,083
10 4.598 4.078 0.520 12.0% 0.145 3.4% 50% False False 5,407
20 4.598 4.078 0.520 12.0% 0.133 3.1% 50% False False 4,150
40 4.598 3.942 0.656 15.1% 0.131 3.0% 60% False False 3,108
60 4.598 3.942 0.656 15.1% 0.111 2.6% 60% False False 2,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.245
2.618 4.902
1.618 4.692
1.000 4.562
0.618 4.482
HIGH 4.352
0.618 4.272
0.500 4.247
0.382 4.222
LOW 4.142
0.618 4.012
1.000 3.932
1.618 3.802
2.618 3.592
4.250 3.250
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 4.306 4.296
PP 4.277 4.255
S1 4.247 4.215

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

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