NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 4.239 4.064 -0.175 -4.1% 4.486
High 4.251 4.170 -0.081 -1.9% 4.510
Low 4.086 4.020 -0.066 -1.6% 4.020
Close 4.108 4.131 0.023 0.6% 4.131
Range 0.165 0.150 -0.015 -9.1% 0.490
ATR 0.132 0.133 0.001 1.0% 0.000
Volume 5,694 8,049 2,355 41.4% 45,515
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.557 4.494 4.214
R3 4.407 4.344 4.172
R2 4.257 4.257 4.159
R1 4.194 4.194 4.145 4.226
PP 4.107 4.107 4.107 4.123
S1 4.044 4.044 4.117 4.076
S2 3.957 3.957 4.104
S3 3.807 3.894 4.090
S4 3.657 3.744 4.049
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.690 5.401 4.401
R3 5.200 4.911 4.266
R2 4.710 4.710 4.221
R1 4.421 4.421 4.176 4.321
PP 4.220 4.220 4.220 4.170
S1 3.931 3.931 4.086 3.831
S2 3.730 3.730 4.041
S3 3.240 3.441 3.996
S4 2.750 2.951 3.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.510 4.020 0.490 11.9% 0.136 3.3% 23% False True 9,103
10 4.566 4.020 0.546 13.2% 0.137 3.3% 20% False True 10,322
20 4.566 4.020 0.546 13.2% 0.132 3.2% 20% False True 8,331
40 4.566 3.882 0.684 16.6% 0.132 3.2% 36% False False 6,520
60 4.566 3.882 0.684 16.6% 0.111 2.7% 36% False False 5,211
80 4.566 3.882 0.684 16.6% 0.106 2.6% 36% False False 4,487
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.808
2.618 4.563
1.618 4.413
1.000 4.320
0.618 4.263
HIGH 4.170
0.618 4.113
0.500 4.095
0.382 4.077
LOW 4.020
0.618 3.927
1.000 3.870
1.618 3.777
2.618 3.627
4.250 3.383
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 4.119 4.150
PP 4.107 4.144
S1 4.095 4.137

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

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