NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 4.153 4.163 0.010 0.2% 4.486
High 4.230 4.215 -0.015 -0.4% 4.510
Low 4.066 4.149 0.083 2.0% 4.020
Close 4.229 4.193 -0.036 -0.9% 4.131
Range 0.164 0.066 -0.098 -59.8% 0.490
ATR 0.142 0.137 -0.004 -3.1% 0.000
Volume 5,975 7,389 1,414 23.7% 45,515
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.384 4.354 4.229
R3 4.318 4.288 4.211
R2 4.252 4.252 4.205
R1 4.222 4.222 4.199 4.237
PP 4.186 4.186 4.186 4.193
S1 4.156 4.156 4.187 4.171
S2 4.120 4.120 4.181
S3 4.054 4.090 4.175
S4 3.988 4.024 4.157
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 4.299 4.020 0.279 6.7% 0.147 3.5% 62% False False 7,190
10 4.510 4.020 0.490 11.7% 0.136 3.2% 35% False False 8,523
20 4.566 4.020 0.546 13.0% 0.136 3.2% 32% False False 8,796
40 4.566 3.919 0.647 15.4% 0.137 3.3% 42% False False 6,941
60 4.566 3.882 0.684 16.3% 0.117 2.8% 45% False False 5,561
80 4.566 3.882 0.684 16.3% 0.108 2.6% 45% False False 4,711
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.496
2.618 4.388
1.618 4.322
1.000 4.281
0.618 4.256
HIGH 4.215
0.618 4.190
0.500 4.182
0.382 4.174
LOW 4.149
0.618 4.108
1.000 4.083
1.618 4.042
2.618 3.976
4.250 3.869
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 4.189 4.185
PP 4.186 4.177
S1 4.182 4.169

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

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