NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 4.281 4.332 0.051 1.2% 4.610
High 4.387 4.372 -0.015 -0.3% 4.631
Low 4.242 4.314 0.072 1.7% 4.194
Close 4.388 4.357 -0.031 -0.7% 4.302
Range 0.145 0.058 -0.087 -60.0% 0.437
ATR 0.127 0.123 -0.004 -3.0% 0.000
Volume 2,147 1,505 -642 -29.9% 10,096
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.522 4.497 4.389
R3 4.464 4.439 4.373
R2 4.406 4.406 4.368
R1 4.381 4.381 4.362 4.394
PP 4.348 4.348 4.348 4.354
S1 4.323 4.323 4.352 4.336
S2 4.290 4.290 4.346
S3 4.232 4.265 4.341
S4 4.174 4.207 4.325
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.687 5.431 4.542
R3 5.250 4.994 4.422
R2 4.813 4.813 4.382
R1 4.557 4.557 4.342 4.467
PP 4.376 4.376 4.376 4.330
S1 4.120 4.120 4.262 4.030
S2 3.939 3.939 4.222
S3 3.502 3.683 4.182
S4 3.065 3.246 4.062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.461 4.194 0.267 6.1% 0.131 3.0% 61% False False 2,519
10 4.631 4.194 0.437 10.0% 0.118 2.7% 37% False False 2,390
20 4.679 4.194 0.485 11.1% 0.115 2.6% 34% False False 2,092
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.619
2.618 4.524
1.618 4.466
1.000 4.430
0.618 4.408
HIGH 4.372
0.618 4.350
0.500 4.343
0.382 4.336
LOW 4.314
0.618 4.278
1.000 4.256
1.618 4.220
2.618 4.162
4.250 4.068
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 4.352 4.349
PP 4.348 4.342
S1 4.343 4.334

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

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