NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 4.280 4.292 0.012 0.3% 4.349
High 4.309 4.360 0.051 1.2% 4.470
Low 4.210 4.238 0.028 0.7% 4.298
Close 4.282 4.353 0.071 1.7% 4.403
Range 0.099 0.122 0.023 23.2% 0.172
ATR 0.125 0.125 0.000 -0.2% 0.000
Volume 3,148 3,704 556 17.7% 9,639
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.683 4.640 4.420
R3 4.561 4.518 4.387
R2 4.439 4.439 4.375
R1 4.396 4.396 4.364 4.418
PP 4.317 4.317 4.317 4.328
S1 4.274 4.274 4.342 4.296
S2 4.195 4.195 4.331
S3 4.073 4.152 4.319
S4 3.951 4.030 4.286
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.906 4.827 4.498
R3 4.734 4.655 4.450
R2 4.562 4.562 4.435
R1 4.483 4.483 4.419 4.523
PP 4.390 4.390 4.390 4.410
S1 4.311 4.311 4.387 4.351
S2 4.218 4.218 4.371
S3 4.046 4.139 4.356
S4 3.874 3.967 4.308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 4.180 0.290 6.7% 0.135 3.1% 60% False False 2,644
10 4.470 4.103 0.367 8.4% 0.131 3.0% 68% False False 2,576
20 4.470 3.980 0.490 11.3% 0.129 3.0% 76% False False 2,386
40 4.470 3.942 0.528 12.1% 0.113 2.6% 78% False False 2,001
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 0.036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.879
2.618 4.679
1.618 4.557
1.000 4.482
0.618 4.435
HIGH 4.360
0.618 4.313
0.500 4.299
0.382 4.285
LOW 4.238
0.618 4.163
1.000 4.116
1.618 4.041
2.618 3.919
4.250 3.720
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 4.335 4.325
PP 4.317 4.298
S1 4.299 4.270

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

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