NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 4.178 4.275 0.097 2.3% 4.077
High 4.332 4.342 0.010 0.2% 4.299
Low 4.175 4.239 0.064 1.5% 4.066
Close 4.303 4.322 0.019 0.4% 4.193
Range 0.157 0.103 -0.054 -34.4% 0.233
ATR 0.137 0.134 -0.002 -1.8% 0.000
Volume 3,180 5,920 2,740 86.2% 27,903
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.610 4.569 4.379
R3 4.507 4.466 4.350
R2 4.404 4.404 4.341
R1 4.363 4.363 4.331 4.384
PP 4.301 4.301 4.301 4.311
S1 4.260 4.260 4.313 4.281
S2 4.198 4.198 4.303
S3 4.095 4.157 4.294
S4 3.992 4.054 4.265
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.885 4.772 4.321
R3 4.652 4.539 4.257
R2 4.419 4.419 4.236
R1 4.306 4.306 4.214 4.363
PP 4.186 4.186 4.186 4.214
S1 4.073 4.073 4.172 4.130
S2 3.953 3.953 4.150
S3 3.720 3.840 4.129
S4 3.487 3.607 4.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.342 4.066 0.276 6.4% 0.120 2.8% 93% True False 5,476
10 4.342 4.020 0.322 7.5% 0.133 3.1% 94% True False 6,650
20 4.566 4.020 0.546 12.6% 0.133 3.1% 55% False False 8,424
40 4.566 3.919 0.647 15.0% 0.131 3.0% 62% False False 6,978
60 4.566 3.882 0.684 15.8% 0.119 2.8% 64% False False 5,664
80 4.566 3.882 0.684 15.8% 0.109 2.5% 64% False False 4,763
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.780
2.618 4.612
1.618 4.509
1.000 4.445
0.618 4.406
HIGH 4.342
0.618 4.303
0.500 4.291
0.382 4.278
LOW 4.239
0.618 4.175
1.000 4.136
1.618 4.072
2.618 3.969
4.250 3.801
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 4.312 4.290
PP 4.301 4.258
S1 4.291 4.226

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

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