NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 4.421 4.349 -0.072 -1.6% 4.330
High 4.467 4.528 0.061 1.4% 4.408
Low 4.328 4.306 -0.022 -0.5% 4.096
Close 4.343 4.521 0.178 4.1% 4.297
Range 0.139 0.222 0.083 59.7% 0.312
ATR 0.136 0.142 0.006 4.6% 0.000
Volume 32,687 38,013 5,326 16.3% 99,419
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.118 5.041 4.643
R3 4.896 4.819 4.582
R2 4.674 4.674 4.562
R1 4.597 4.597 4.541 4.636
PP 4.452 4.452 4.452 4.471
S1 4.375 4.375 4.501 4.414
S2 4.230 4.230 4.480
S3 4.008 4.153 4.460
S4 3.786 3.931 4.399
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 4.528 4.149 0.379 8.4% 0.142 3.1% 98% True False 28,706
10 4.528 4.096 0.432 9.6% 0.146 3.2% 98% True False 22,982
20 4.528 3.879 0.649 14.4% 0.147 3.3% 99% True False 20,283
40 4.528 3.848 0.680 15.0% 0.132 2.9% 99% True False 16,883
60 4.528 3.848 0.680 15.0% 0.118 2.6% 99% True False 13,999
80 4.750 3.848 0.902 20.0% 0.110 2.4% 75% False False 12,006
100 5.116 3.848 1.268 28.0% 0.106 2.3% 53% False False 10,496
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.472
2.618 5.109
1.618 4.887
1.000 4.750
0.618 4.665
HIGH 4.528
0.618 4.443
0.500 4.417
0.382 4.391
LOW 4.306
0.618 4.169
1.000 4.084
1.618 3.947
2.618 3.725
4.250 3.363
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 4.486 4.486
PP 4.452 4.452
S1 4.417 4.417

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

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