NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 4.142 4.314 0.172 4.2% 4.506
High 4.352 4.317 -0.035 -0.8% 4.546
Low 4.142 4.193 0.051 1.2% 4.078
Close 4.336 4.195 -0.141 -3.3% 4.188
Range 0.210 0.124 -0.086 -41.0% 0.468
ATR 0.135 0.135 0.001 0.4% 0.000
Volume 4,964 5,791 827 16.7% 25,704
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.607 4.525 4.263
R3 4.483 4.401 4.229
R2 4.359 4.359 4.218
R1 4.277 4.277 4.206 4.256
PP 4.235 4.235 4.235 4.225
S1 4.153 4.153 4.184 4.132
S2 4.111 4.111 4.172
S3 3.987 4.029 4.161
S4 3.863 3.905 4.127
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 4.352 4.078 0.274 6.5% 0.140 3.3% 43% False False 5,092
10 4.598 4.078 0.520 12.4% 0.146 3.5% 23% False False 5,371
20 4.598 4.078 0.520 12.4% 0.134 3.2% 23% False False 4,316
40 4.598 3.980 0.618 14.7% 0.131 3.1% 35% False False 3,212
60 4.598 3.942 0.656 15.6% 0.112 2.7% 39% False False 2,621
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.844
2.618 4.642
1.618 4.518
1.000 4.441
0.618 4.394
HIGH 4.317
0.618 4.270
0.500 4.255
0.382 4.240
LOW 4.193
0.618 4.116
1.000 4.069
1.618 3.992
2.618 3.868
4.250 3.666
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 4.255 4.215
PP 4.235 4.208
S1 4.215 4.202

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

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