NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 4.202 4.230 0.028 0.7% 4.142
High 4.253 4.375 0.122 2.9% 4.352
Low 4.172 4.223 0.051 1.2% 4.126
Close 4.253 4.348 0.095 2.2% 4.246
Range 0.081 0.152 0.071 87.7% 0.226
ATR 0.129 0.131 0.002 1.3% 0.000
Volume 2,795 2,087 -708 -25.3% 19,954
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.771 4.712 4.432
R3 4.619 4.560 4.390
R2 4.467 4.467 4.376
R1 4.408 4.408 4.362 4.438
PP 4.315 4.315 4.315 4.330
S1 4.256 4.256 4.334 4.286
S2 4.163 4.163 4.320
S3 4.011 4.104 4.306
S4 3.859 3.952 4.264
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.919 4.809 4.370
R3 4.693 4.583 4.308
R2 4.467 4.467 4.287
R1 4.357 4.357 4.267 4.412
PP 4.241 4.241 4.241 4.269
S1 4.131 4.131 4.225 4.186
S2 4.015 4.015 4.205
S3 3.789 3.905 4.184
S4 3.563 3.679 4.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.375 4.126 0.249 5.7% 0.116 2.7% 89% True False 3,974
10 4.449 4.078 0.371 8.5% 0.129 3.0% 73% False False 4,529
20 4.598 4.078 0.520 12.0% 0.126 2.9% 52% False False 4,629
40 4.598 3.980 0.618 14.2% 0.130 3.0% 60% False False 3,411
60 4.598 3.942 0.656 15.1% 0.115 2.7% 62% False False 2,770
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.021
2.618 4.773
1.618 4.621
1.000 4.527
0.618 4.469
HIGH 4.375
0.618 4.317
0.500 4.299
0.382 4.281
LOW 4.223
0.618 4.129
1.000 4.071
1.618 3.977
2.618 3.825
4.250 3.577
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 4.332 4.323
PP 4.315 4.298
S1 4.299 4.274

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

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