NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 4.459 4.363 -0.096 -2.2% 4.396
High 4.487 4.552 0.065 1.4% 4.426
Low 4.354 4.361 0.007 0.2% 4.130
Close 4.370 4.543 0.173 4.0% 4.325
Range 0.133 0.191 0.058 43.6% 0.296
ATR 0.125 0.130 0.005 3.8% 0.000
Volume 10,650 13,611 2,961 27.8% 35,935
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.058 4.992 4.648
R3 4.867 4.801 4.596
R2 4.676 4.676 4.578
R1 4.610 4.610 4.561 4.643
PP 4.485 4.485 4.485 4.502
S1 4.419 4.419 4.525 4.452
S2 4.294 4.294 4.508
S3 4.103 4.228 4.490
S4 3.912 4.037 4.438
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 4.552 4.181 0.371 8.2% 0.127 2.8% 98% True False 9,553
10 4.552 4.130 0.422 9.3% 0.131 2.9% 98% True False 8,092
20 4.552 3.919 0.633 13.9% 0.135 3.0% 99% True False 6,828
40 4.552 3.882 0.670 14.7% 0.121 2.7% 99% True False 5,179
60 4.552 3.882 0.670 14.7% 0.106 2.3% 99% True False 4,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.364
2.618 5.052
1.618 4.861
1.000 4.743
0.618 4.670
HIGH 4.552
0.618 4.479
0.500 4.457
0.382 4.434
LOW 4.361
0.618 4.243
1.000 4.170
1.618 4.052
2.618 3.861
4.250 3.549
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 4.514 4.513
PP 4.485 4.483
S1 4.457 4.453

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

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