NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 4.333 4.421 0.088 2.0% 4.330
High 4.435 4.467 0.032 0.7% 4.408
Low 4.322 4.328 0.006 0.1% 4.096
Close 4.403 4.343 -0.060 -1.4% 4.297
Range 0.113 0.139 0.026 23.0% 0.312
ATR 0.135 0.136 0.000 0.2% 0.000
Volume 18,470 32,687 14,217 77.0% 99,419
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.796 4.709 4.419
R3 4.657 4.570 4.381
R2 4.518 4.518 4.368
R1 4.431 4.431 4.356 4.405
PP 4.379 4.379 4.379 4.367
S1 4.292 4.292 4.330 4.266
S2 4.240 4.240 4.318
S3 4.101 4.153 4.305
S4 3.962 4.014 4.267
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 4.467 4.123 0.344 7.9% 0.122 2.8% 64% True False 24,317
10 4.467 4.096 0.371 8.5% 0.137 3.2% 67% True False 21,179
20 4.467 3.879 0.588 13.5% 0.143 3.3% 79% True False 19,386
40 4.467 3.848 0.619 14.3% 0.128 3.0% 80% True False 16,111
60 4.530 3.848 0.682 15.7% 0.117 2.7% 73% False False 13,521
80 4.791 3.848 0.943 21.7% 0.109 2.5% 52% False False 11,561
100 5.116 3.848 1.268 29.2% 0.104 2.4% 39% False False 10,146
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 0.043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.058
2.618 4.831
1.618 4.692
1.000 4.606
0.618 4.553
HIGH 4.467
0.618 4.414
0.500 4.398
0.382 4.381
LOW 4.328
0.618 4.242
1.000 4.189
1.618 4.103
2.618 3.964
4.250 3.737
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 4.398 4.349
PP 4.379 4.347
S1 4.361 4.345

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

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