NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 4.231 4.285 0.054 1.3% 4.330
High 4.297 4.318 0.021 0.5% 4.408
Low 4.149 4.230 0.081 2.0% 4.096
Close 4.280 4.297 0.017 0.4% 4.297
Range 0.148 0.088 -0.060 -40.5% 0.312
ATR 0.139 0.135 -0.004 -2.6% 0.000
Volume 25,309 29,055 3,746 14.8% 99,419
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.546 4.509 4.345
R3 4.458 4.421 4.321
R2 4.370 4.370 4.313
R1 4.333 4.333 4.305 4.352
PP 4.282 4.282 4.282 4.291
S1 4.245 4.245 4.289 4.264
S2 4.194 4.194 4.281
S3 4.106 4.157 4.273
S4 4.018 4.069 4.249
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.203 5.062 4.469
R3 4.891 4.750 4.383
R2 4.579 4.579 4.354
R1 4.438 4.438 4.326 4.353
PP 4.267 4.267 4.267 4.224
S1 4.126 4.126 4.268 4.041
S2 3.955 3.955 4.240
S3 3.643 3.814 4.211
S4 3.331 3.502 4.125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.408 4.096 0.312 7.3% 0.150 3.5% 64% False False 19,883
10 4.408 4.091 0.317 7.4% 0.141 3.3% 65% False False 19,659
20 4.408 3.879 0.529 12.3% 0.140 3.3% 79% False False 18,742
40 4.408 3.848 0.560 13.0% 0.125 2.9% 80% False False 15,367
60 4.530 3.848 0.682 15.9% 0.115 2.7% 66% False False 12,869
80 4.791 3.848 0.943 21.9% 0.107 2.5% 48% False False 11,086
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.045
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4.692
2.618 4.548
1.618 4.460
1.000 4.406
0.618 4.372
HIGH 4.318
0.618 4.284
0.500 4.274
0.382 4.264
LOW 4.230
0.618 4.176
1.000 4.142
1.618 4.088
2.618 4.000
4.250 3.856
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 4.289 4.272
PP 4.282 4.246
S1 4.274 4.221

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

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