NYMEX Natural Gas Future August 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 4.530 4.530 0.000 0.0% 4.300
High 4.532 4.600 0.068 1.5% 4.600
Low 4.421 4.505 0.084 1.9% 4.285
Close 4.511 4.579 0.068 1.5% 4.579
Range 0.111 0.095 -0.016 -14.4% 0.315
ATR 0.119 0.117 -0.002 -1.4% 0.000
Volume 796 1,084 288 36.2% 5,526
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.846 4.808 4.631
R3 4.751 4.713 4.605
R2 4.656 4.656 4.596
R1 4.618 4.618 4.588 4.637
PP 4.561 4.561 4.561 4.571
S1 4.523 4.523 4.570 4.542
S2 4.466 4.466 4.562
S3 4.371 4.428 4.553
S4 4.276 4.333 4.527
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.433 5.321 4.752
R3 5.118 5.006 4.666
R2 4.803 4.803 4.637
R1 4.691 4.691 4.608 4.747
PP 4.488 4.488 4.488 4.516
S1 4.376 4.376 4.550 4.432
S2 4.173 4.173 4.521
S3 3.858 4.061 4.492
S4 3.543 3.746 4.406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.285 0.315 6.9% 0.105 2.3% 93% True False 1,105
10 4.600 4.194 0.406 8.9% 0.118 2.6% 95% True False 1,812
20 4.679 4.194 0.485 10.6% 0.113 2.5% 79% False False 2,038
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.004
2.618 4.849
1.618 4.754
1.000 4.695
0.618 4.659
HIGH 4.600
0.618 4.564
0.500 4.553
0.382 4.541
LOW 4.505
0.618 4.446
1.000 4.410
1.618 4.351
2.618 4.256
4.250 4.101
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 4.570 4.553
PP 4.561 4.526
S1 4.553 4.500

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

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