NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 4.149 4.262 0.113 2.7% 4.076
High 4.306 4.310 0.004 0.1% 4.265
Low 4.132 4.207 0.075 1.8% 4.029
Close 4.271 4.290 0.019 0.4% 4.152
Range 0.174 0.103 -0.071 -40.8% 0.236
ATR 0.148 0.145 -0.003 -2.2% 0.000
Volume 7,333 14,409 7,076 96.5% 77,748
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.578 4.537 4.347
R3 4.475 4.434 4.318
R2 4.372 4.372 4.309
R1 4.331 4.331 4.299 4.352
PP 4.269 4.269 4.269 4.279
S1 4.228 4.228 4.281 4.249
S2 4.166 4.166 4.271
S3 4.063 4.125 4.262
S4 3.960 4.022 4.233
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 4.310 4.029 0.281 6.6% 0.131 3.1% 93% True False 13,719
10 4.310 3.980 0.330 7.7% 0.145 3.4% 94% True False 18,628
20 4.557 3.980 0.577 13.4% 0.147 3.4% 54% False False 23,576
40 4.557 3.879 0.678 15.8% 0.144 3.4% 61% False False 20,476
60 4.557 3.848 0.709 16.5% 0.131 3.1% 62% False False 17,355
80 4.557 3.848 0.709 16.5% 0.121 2.8% 62% False False 14,883
100 4.920 3.848 1.072 25.0% 0.114 2.7% 41% False False 12,996
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.037
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.748
2.618 4.580
1.618 4.477
1.000 4.413
0.618 4.374
HIGH 4.310
0.618 4.271
0.500 4.259
0.382 4.246
LOW 4.207
0.618 4.143
1.000 4.104
1.618 4.040
2.618 3.937
4.250 3.769
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 4.280 4.257
PP 4.269 4.223
S1 4.259 4.190

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

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