NYMEX Natural Gas Future August 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 4.300 4.335 0.035 0.8% 4.264
High 4.365 4.483 0.118 2.7% 4.461
Low 4.285 4.335 0.050 1.2% 4.242
Close 4.363 4.454 0.091 2.1% 4.357
Range 0.080 0.148 0.068 85.0% 0.219
ATR 0.120 0.122 0.002 1.7% 0.000
Volume 1,142 567 -575 -50.4% 9,709
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.868 4.809 4.535
R3 4.720 4.661 4.495
R2 4.572 4.572 4.481
R1 4.513 4.513 4.468 4.543
PP 4.424 4.424 4.424 4.439
S1 4.365 4.365 4.440 4.395
S2 4.276 4.276 4.427
S3 4.128 4.217 4.413
S4 3.980 4.069 4.373
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.010 4.903 4.477
R3 4.791 4.684 4.417
R2 4.572 4.572 4.397
R1 4.465 4.465 4.377 4.519
PP 4.353 4.353 4.353 4.380
S1 4.246 4.246 4.337 4.300
S2 4.134 4.134 4.317
S3 3.915 4.027 4.297
S4 3.696 3.808 4.237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.483 4.242 0.241 5.4% 0.110 2.5% 88% True False 1,932
10 4.528 4.194 0.334 7.5% 0.116 2.6% 78% False False 2,026
20 4.679 4.194 0.485 10.9% 0.112 2.5% 54% False False 2,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.112
2.618 4.870
1.618 4.722
1.000 4.631
0.618 4.574
HIGH 4.483
0.618 4.426
0.500 4.409
0.382 4.392
LOW 4.335
0.618 4.244
1.000 4.187
1.618 4.096
2.618 3.948
4.250 3.706
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 4.439 4.431
PP 4.424 4.407
S1 4.409 4.384

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

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