NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 4.404 4.376 -0.028 -0.6% 4.202
High 4.429 4.497 0.068 1.5% 4.497
Low 4.317 4.376 0.059 1.4% 4.172
Close 4.407 4.475 0.068 1.5% 4.475
Range 0.112 0.121 0.009 8.0% 0.325
ATR 0.126 0.126 0.000 -0.3% 0.000
Volume 3,308 3,716 408 12.3% 14,911
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.812 4.765 4.542
R3 4.691 4.644 4.508
R2 4.570 4.570 4.497
R1 4.523 4.523 4.486 4.547
PP 4.449 4.449 4.449 4.461
S1 4.402 4.402 4.464 4.426
S2 4.328 4.328 4.453
S3 4.207 4.281 4.442
S4 4.086 4.160 4.408
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.241 4.654
R3 5.031 4.916 4.564
R2 4.706 4.706 4.535
R1 4.591 4.591 4.505 4.649
PP 4.381 4.381 4.381 4.410
S1 4.266 4.266 4.445 4.324
S2 4.056 4.056 4.415
S3 3.731 3.941 4.386
S4 3.406 3.616 4.296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.497 4.172 0.325 7.3% 0.110 2.5% 93% True False 2,982
10 4.497 4.078 0.419 9.4% 0.125 2.8% 95% True False 4,024
20 4.598 4.078 0.520 11.6% 0.126 2.8% 76% False False 4,598
40 4.598 3.980 0.618 13.8% 0.127 2.8% 80% False False 3,492
60 4.598 3.942 0.656 14.7% 0.117 2.6% 81% False False 2,867
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.011
2.618 4.814
1.618 4.693
1.000 4.618
0.618 4.572
HIGH 4.497
0.618 4.451
0.500 4.437
0.382 4.422
LOW 4.376
0.618 4.301
1.000 4.255
1.618 4.180
2.618 4.059
4.250 3.862
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 4.462 4.449
PP 4.449 4.423
S1 4.437 4.397

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

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