NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 4.312 4.375 0.063 1.5% 4.396
High 4.338 4.455 0.117 2.7% 4.426
Low 4.256 4.362 0.106 2.5% 4.130
Close 4.325 4.425 0.100 2.3% 4.325
Range 0.082 0.093 0.011 13.4% 0.296
ATR 0.124 0.125 0.000 0.3% 0.000
Volume 9,226 6,166 -3,060 -33.2% 35,935
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.693 4.652 4.476
R3 4.600 4.559 4.451
R2 4.507 4.507 4.442
R1 4.466 4.466 4.434 4.487
PP 4.414 4.414 4.414 4.424
S1 4.373 4.373 4.416 4.394
S2 4.321 4.321 4.408
S3 4.228 4.280 4.399
S4 4.135 4.187 4.374
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.182 5.049 4.488
R3 4.886 4.753 4.406
R2 4.590 4.590 4.379
R1 4.457 4.457 4.352 4.376
PP 4.294 4.294 4.294 4.253
S1 4.161 4.161 4.298 4.080
S2 3.998 3.998 4.271
S3 3.702 3.865 4.244
S4 3.406 3.569 4.162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.455 4.130 0.325 7.3% 0.105 2.4% 91% True False 7,645
10 4.455 4.130 0.325 7.3% 0.122 2.7% 91% True False 6,589
20 4.455 3.919 0.536 12.1% 0.130 2.9% 94% True False 6,330
40 4.455 3.882 0.573 12.9% 0.116 2.6% 95% True False 4,696
60 4.541 3.882 0.659 14.9% 0.104 2.4% 82% False False 3,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.850
2.618 4.698
1.618 4.605
1.000 4.548
0.618 4.512
HIGH 4.455
0.618 4.419
0.500 4.409
0.382 4.398
LOW 4.362
0.618 4.305
1.000 4.269
1.618 4.212
2.618 4.119
4.250 3.967
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 4.420 4.389
PP 4.414 4.354
S1 4.409 4.318

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

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