NYMEX Natural Gas Future June 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 4.230 4.344 0.114 2.7% 4.142
High 4.375 4.382 0.007 0.2% 4.352
Low 4.223 4.296 0.073 1.7% 4.126
Close 4.348 4.364 0.016 0.4% 4.246
Range 0.152 0.086 -0.066 -43.4% 0.226
ATR 0.131 0.128 -0.003 -2.4% 0.000
Volume 2,087 3,005 918 44.0% 19,954
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.605 4.571 4.411
R3 4.519 4.485 4.388
R2 4.433 4.433 4.380
R1 4.399 4.399 4.372 4.416
PP 4.347 4.347 4.347 4.356
S1 4.313 4.313 4.356 4.330
S2 4.261 4.261 4.348
S3 4.175 4.227 4.340
S4 4.089 4.141 4.317
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.919 4.809 4.370
R3 4.693 4.583 4.308
R2 4.467 4.467 4.287
R1 4.357 4.357 4.267 4.412
PP 4.241 4.241 4.241 4.269
S1 4.131 4.131 4.225 4.186
S2 4.015 4.015 4.205
S3 3.789 3.905 4.184
S4 3.563 3.679 4.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.382 4.126 0.256 5.9% 0.108 2.5% 93% True False 3,417
10 4.382 4.078 0.304 7.0% 0.124 2.8% 94% True False 4,254
20 4.598 4.078 0.520 11.9% 0.125 2.9% 55% False False 4,590
40 4.598 3.980 0.618 14.2% 0.127 2.9% 62% False False 3,389
60 4.598 3.942 0.656 15.0% 0.115 2.6% 64% False False 2,793
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.748
2.618 4.607
1.618 4.521
1.000 4.468
0.618 4.435
HIGH 4.382
0.618 4.349
0.500 4.339
0.382 4.329
LOW 4.296
0.618 4.243
1.000 4.210
1.618 4.157
2.618 4.071
4.250 3.931
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 4.356 4.335
PP 4.347 4.306
S1 4.339 4.277

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

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