NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 4.525 4.350 -0.175 -3.9% 4.333
High 4.557 4.409 -0.148 -3.2% 4.557
Low 4.354 4.303 -0.051 -1.2% 4.303
Close 4.379 4.375 -0.004 -0.1% 4.375
Range 0.203 0.106 -0.097 -47.8% 0.254
ATR 0.146 0.143 -0.003 -2.0% 0.000
Volume 43,996 32,275 -11,721 -26.6% 165,441
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.680 4.634 4.433
R3 4.574 4.528 4.404
R2 4.468 4.468 4.394
R1 4.422 4.422 4.385 4.445
PP 4.362 4.362 4.362 4.374
S1 4.316 4.316 4.365 4.339
S2 4.256 4.256 4.356
S3 4.150 4.210 4.346
S4 4.044 4.104 4.317
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.174 5.028 4.515
R3 4.920 4.774 4.445
R2 4.666 4.666 4.422
R1 4.520 4.520 4.398 4.593
PP 4.412 4.412 4.412 4.448
S1 4.266 4.266 4.352 4.339
S2 4.158 4.158 4.328
S3 3.904 4.012 4.305
S4 3.650 3.758 4.235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.557 4.303 0.254 5.8% 0.157 3.6% 28% False True 33,088
10 4.557 4.096 0.461 10.5% 0.153 3.5% 61% False False 26,486
20 4.557 3.879 0.678 15.5% 0.146 3.3% 73% False False 22,036
40 4.557 3.848 0.709 16.2% 0.135 3.1% 74% False False 18,196
60 4.557 3.848 0.709 16.2% 0.119 2.7% 74% False False 15,048
80 4.750 3.848 0.902 20.6% 0.112 2.6% 58% False False 12,837
100 5.116 3.848 1.268 29.0% 0.107 2.5% 42% False False 11,207
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.044
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.860
2.618 4.687
1.618 4.581
1.000 4.515
0.618 4.475
HIGH 4.409
0.618 4.369
0.500 4.356
0.382 4.343
LOW 4.303
0.618 4.237
1.000 4.197
1.618 4.131
2.618 4.025
4.250 3.853
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 4.369 4.430
PP 4.362 4.412
S1 4.356 4.393

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

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