NYMEX Natural Gas Future July 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 4.275 4.310 0.035 0.8% 4.221
High 4.321 4.440 0.119 2.8% 4.421
Low 4.234 4.290 0.056 1.3% 4.197
Close 4.321 4.413 0.092 2.1% 4.317
Range 0.087 0.150 0.063 72.4% 0.224
ATR 0.125 0.127 0.002 1.4% 0.000
Volume 2,053 1,334 -719 -35.0% 13,225
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.831 4.772 4.496
R3 4.681 4.622 4.454
R2 4.531 4.531 4.441
R1 4.472 4.472 4.427 4.502
PP 4.381 4.381 4.381 4.396
S1 4.322 4.322 4.399 4.352
S2 4.231 4.231 4.386
S3 4.081 4.172 4.372
S4 3.931 4.022 4.331
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.984 4.874 4.440
R3 4.760 4.650 4.379
R2 4.536 4.536 4.358
R1 4.426 4.426 4.338 4.481
PP 4.312 4.312 4.312 4.339
S1 4.202 4.202 4.296 4.257
S2 4.088 4.088 4.276
S3 3.864 3.978 4.255
S4 3.640 3.754 4.194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.440 4.197 0.243 5.5% 0.114 2.6% 89% True False 2,538
10 4.485 4.147 0.338 7.7% 0.120 2.7% 79% False False 2,897
20 4.657 4.147 0.510 11.6% 0.119 2.7% 52% False False 2,811
40 4.657 4.043 0.614 13.9% 0.122 2.8% 60% False False 2,202
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 0.026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.078
2.618 4.833
1.618 4.683
1.000 4.590
0.618 4.533
HIGH 4.440
0.618 4.383
0.500 4.365
0.382 4.347
LOW 4.290
0.618 4.197
1.000 4.140
1.618 4.047
2.618 3.897
4.250 3.653
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 4.397 4.388
PP 4.381 4.362
S1 4.365 4.337

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

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