NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 4.100 4.149 0.049 1.2% 4.076
High 4.179 4.306 0.127 3.0% 4.265
Low 4.070 4.132 0.062 1.5% 4.029
Close 4.168 4.271 0.103 2.5% 4.152
Range 0.109 0.174 0.065 59.6% 0.236
ATR 0.146 0.148 0.002 1.3% 0.000
Volume 12,732 7,333 -5,399 -42.4% 77,748
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.758 4.689 4.367
R3 4.584 4.515 4.319
R2 4.410 4.410 4.303
R1 4.341 4.341 4.287 4.376
PP 4.236 4.236 4.236 4.254
S1 4.167 4.167 4.255 4.202
S2 4.062 4.062 4.239
S3 3.888 3.993 4.223
S4 3.714 3.819 4.175
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.857 4.740 4.282
R3 4.621 4.504 4.217
R2 4.385 4.385 4.195
R1 4.268 4.268 4.174 4.327
PP 4.149 4.149 4.149 4.178
S1 4.032 4.032 4.130 4.091
S2 3.913 3.913 4.109
S3 3.677 3.796 4.087
S4 3.441 3.560 4.022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.306 4.029 0.277 6.5% 0.143 3.3% 87% True False 14,621
10 4.385 3.980 0.405 9.5% 0.149 3.5% 72% False False 19,732
20 4.557 3.980 0.577 13.5% 0.147 3.4% 50% False False 24,042
40 4.557 3.879 0.678 15.9% 0.148 3.5% 58% False False 20,728
60 4.557 3.848 0.709 16.6% 0.131 3.1% 60% False False 17,281
80 4.557 3.848 0.709 16.6% 0.121 2.8% 60% False False 14,801
100 4.930 3.848 1.082 25.3% 0.114 2.7% 39% False False 12,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.046
2.618 4.762
1.618 4.588
1.000 4.480
0.618 4.414
HIGH 4.306
0.618 4.240
0.500 4.219
0.382 4.198
LOW 4.132
0.618 4.024
1.000 3.958
1.618 3.850
2.618 3.676
4.250 3.393
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 4.254 4.243
PP 4.236 4.216
S1 4.219 4.188

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

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