NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 4.163 4.124 -0.039 -0.9% 4.077
High 4.215 4.218 0.003 0.1% 4.299
Low 4.149 4.110 -0.039 -0.9% 4.066
Close 4.193 4.205 0.012 0.3% 4.193
Range 0.066 0.108 0.042 63.6% 0.233
ATR 0.137 0.135 -0.002 -1.5% 0.000
Volume 7,389 4,916 -2,473 -33.5% 27,903
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.502 4.461 4.264
R3 4.394 4.353 4.235
R2 4.286 4.286 4.225
R1 4.245 4.245 4.215 4.266
PP 4.178 4.178 4.178 4.188
S1 4.137 4.137 4.195 4.158
S2 4.070 4.070 4.185
S3 3.962 4.029 4.175
S4 3.854 3.921 4.146
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.885 4.772 4.321
R3 4.652 4.539 4.257
R2 4.419 4.419 4.236
R1 4.306 4.306 4.214 4.363
PP 4.186 4.186 4.186 4.214
S1 4.073 4.073 4.172 4.130
S2 3.953 3.953 4.150
S3 3.720 3.840 4.129
S4 3.487 3.607 4.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.299 4.066 0.233 5.5% 0.139 3.3% 60% False False 6,563
10 4.510 4.020 0.490 11.7% 0.138 3.3% 38% False False 7,833
20 4.566 4.020 0.546 13.0% 0.138 3.3% 34% False False 8,598
40 4.566 3.919 0.647 15.4% 0.134 3.2% 44% False False 7,007
60 4.566 3.882 0.684 16.3% 0.117 2.8% 47% False False 5,613
80 4.566 3.882 0.684 16.3% 0.108 2.6% 47% False False 4,743
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.677
2.618 4.501
1.618 4.393
1.000 4.326
0.618 4.285
HIGH 4.218
0.618 4.177
0.500 4.164
0.382 4.151
LOW 4.110
0.618 4.043
1.000 4.002
1.618 3.935
2.618 3.827
4.250 3.651
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 4.191 4.186
PP 4.178 4.167
S1 4.164 4.148

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

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