NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 4.124 4.178 0.054 1.3% 4.077
High 4.218 4.332 0.114 2.7% 4.299
Low 4.110 4.175 0.065 1.6% 4.066
Close 4.205 4.303 0.098 2.3% 4.193
Range 0.108 0.157 0.049 45.4% 0.233
ATR 0.135 0.137 0.002 1.1% 0.000
Volume 4,916 3,180 -1,736 -35.3% 27,903
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.741 4.679 4.389
R3 4.584 4.522 4.346
R2 4.427 4.427 4.332
R1 4.365 4.365 4.317 4.396
PP 4.270 4.270 4.270 4.286
S1 4.208 4.208 4.289 4.239
S2 4.113 4.113 4.274
S3 3.956 4.051 4.260
S4 3.799 3.894 4.217
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 4.332 4.066 0.266 6.2% 0.126 2.9% 89% True False 5,634
10 4.391 4.020 0.371 8.6% 0.135 3.1% 76% False False 7,187
20 4.566 4.020 0.546 12.7% 0.132 3.1% 52% False False 8,564
40 4.566 3.919 0.647 15.0% 0.134 3.1% 59% False False 7,010
60 4.566 3.882 0.684 15.9% 0.118 2.8% 62% False False 5,616
80 4.566 3.882 0.684 15.9% 0.109 2.5% 62% False False 4,740
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.999
2.618 4.743
1.618 4.586
1.000 4.489
0.618 4.429
HIGH 4.332
0.618 4.272
0.500 4.254
0.382 4.235
LOW 4.175
0.618 4.078
1.000 4.018
1.618 3.921
2.618 3.764
4.250 3.508
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 4.287 4.276
PP 4.270 4.248
S1 4.254 4.221

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

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