NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 4.343 4.348 0.005 0.1% 4.124
High 4.389 4.462 0.073 1.7% 4.462
Low 4.269 4.348 0.079 1.9% 4.110
Close 4.366 4.434 0.068 1.6% 4.434
Range 0.120 0.114 -0.006 -5.0% 0.352
ATR 0.133 0.132 -0.001 -1.0% 0.000
Volume 6,419 6,455 36 0.6% 26,890
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.757 4.709 4.497
R3 4.643 4.595 4.465
R2 4.529 4.529 4.455
R1 4.481 4.481 4.444 4.505
PP 4.415 4.415 4.415 4.427
S1 4.367 4.367 4.424 4.391
S2 4.301 4.301 4.413
S3 4.187 4.253 4.403
S4 4.073 4.139 4.371
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.391 5.265 4.628
R3 5.039 4.913 4.531
R2 4.687 4.687 4.499
R1 4.561 4.561 4.466 4.624
PP 4.335 4.335 4.335 4.367
S1 4.209 4.209 4.402 4.272
S2 3.983 3.983 4.369
S3 3.631 3.857 4.337
S4 3.279 3.505 4.240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.462 4.110 0.352 7.9% 0.120 2.7% 92% True False 5,378
10 4.462 4.020 0.442 10.0% 0.134 3.0% 94% True False 6,284
20 4.566 4.020 0.546 12.3% 0.132 3.0% 76% False False 8,362
40 4.566 3.919 0.647 14.6% 0.132 3.0% 80% False False 7,132
60 4.566 3.882 0.684 15.4% 0.121 2.7% 81% False False 5,776
80 4.566 3.882 0.684 15.4% 0.110 2.5% 81% False False 4,869
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 False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.947
2.618 4.760
1.618 4.646
1.000 4.576
0.618 4.532
HIGH 4.462
0.618 4.418
0.500 4.405
0.382 4.392
LOW 4.348
0.618 4.278
1.000 4.234
1.618 4.164
2.618 4.050
4.250 3.864
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 4.424 4.406
PP 4.415 4.378
S1 4.405 4.351

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

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