NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 4.355 4.319 -0.036 -0.8% 4.300
High 4.384 4.374 -0.010 -0.2% 4.473
Low 4.320 4.290 -0.030 -0.7% 4.250
Close 4.368 4.375 0.007 0.2% 4.368
Range 0.064 0.084 0.020 31.3% 0.223
ATR
Volume 1,079 1,091 12 1.1% 6,564
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.598 4.571 4.421
R3 4.514 4.487 4.398
R2 4.430 4.430 4.390
R1 4.403 4.403 4.383 4.417
PP 4.346 4.346 4.346 4.353
S1 4.319 4.319 4.367 4.333
S2 4.262 4.262 4.360
S3 4.178 4.235 4.352
S4 4.094 4.151 4.329
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.033 4.923 4.491
R3 4.810 4.700 4.429
R2 4.587 4.587 4.409
R1 4.477 4.477 4.388 4.532
PP 4.364 4.364 4.364 4.391
S1 4.254 4.254 4.348 4.309
S2 4.141 4.141 4.327
S3 3.918 4.031 4.307
S4 3.695 3.808 4.245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.473 4.250 0.223 5.1% 0.122 2.8% 56% False False 1,531
10 4.646 4.209 0.437 10.0% 0.118 2.7% 38% False False 1,604
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.731
2.618 4.594
1.618 4.510
1.000 4.458
0.618 4.426
HIGH 4.374
0.618 4.342
0.500 4.332
0.382 4.322
LOW 4.290
0.618 4.238
1.000 4.206
1.618 4.154
2.618 4.070
4.250 3.933
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 4.361 4.358
PP 4.346 4.342
S1 4.332 4.325

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

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