NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 4.350 4.426 0.076 1.7% 4.333
High 4.409 4.487 0.078 1.8% 4.557
Low 4.303 4.290 -0.013 -0.3% 4.303
Close 4.375 4.381 0.006 0.1% 4.375
Range 0.106 0.197 0.091 85.8% 0.254
ATR 0.143 0.147 0.004 2.7% 0.000
Volume 32,275 23,915 -8,360 -25.9% 165,441
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.977 4.876 4.489
R3 4.780 4.679 4.435
R2 4.583 4.583 4.417
R1 4.482 4.482 4.399 4.434
PP 4.386 4.386 4.386 4.362
S1 4.285 4.285 4.363 4.237
S2 4.189 4.189 4.345
S3 3.992 4.088 4.327
S4 3.795 3.891 4.273
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 4.290 0.267 6.1% 0.173 4.0% 34% False True 34,177
10 4.557 4.096 0.461 10.5% 0.145 3.3% 62% False False 28,351
20 4.557 3.879 0.678 15.5% 0.149 3.4% 74% False False 22,223
40 4.557 3.848 0.709 16.2% 0.138 3.1% 75% False False 18,457
60 4.557 3.848 0.709 16.2% 0.121 2.8% 75% False False 15,213
80 4.590 3.848 0.742 16.9% 0.112 2.6% 72% False False 13,109
100 5.116 3.848 1.268 28.9% 0.109 2.5% 42% False False 11,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.324
2.618 5.003
1.618 4.806
1.000 4.684
0.618 4.609
HIGH 4.487
0.618 4.412
0.500 4.389
0.382 4.365
LOW 4.290
0.618 4.168
1.000 4.093
1.618 3.971
2.618 3.774
4.250 3.453
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 4.389 4.424
PP 4.386 4.409
S1 4.384 4.395

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

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