NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 4.292 4.355 0.063 1.5% 4.423
High 4.360 4.381 0.021 0.5% 4.465
Low 4.238 4.316 0.078 1.8% 4.180
Close 4.353 4.372 0.019 0.4% 4.372
Range 0.122 0.065 -0.057 -46.7% 0.285
ATR 0.125 0.120 -0.004 -3.4% 0.000
Volume 3,704 5,053 1,349 36.4% 16,351
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.551 4.527 4.408
R3 4.486 4.462 4.390
R2 4.421 4.421 4.384
R1 4.397 4.397 4.378 4.409
PP 4.356 4.356 4.356 4.363
S1 4.332 4.332 4.366 4.344
S2 4.291 4.291 4.360
S3 4.226 4.267 4.354
S4 4.161 4.202 4.336
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.194 5.068 4.529
R3 4.909 4.783 4.450
R2 4.624 4.624 4.424
R1 4.498 4.498 4.398 4.419
PP 4.339 4.339 4.339 4.299
S1 4.213 4.213 4.346 4.134
S2 4.054 4.054 4.320
S3 3.769 3.928 4.294
S4 3.484 3.643 4.215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.465 4.180 0.285 6.5% 0.128 2.9% 67% False False 3,270
10 4.470 4.180 0.290 6.6% 0.124 2.8% 66% False False 2,822
20 4.470 3.980 0.490 11.2% 0.126 2.9% 80% False False 2,591
40 4.470 3.942 0.528 12.1% 0.111 2.5% 81% False False 2,085
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.034
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 4.657
2.618 4.551
1.618 4.486
1.000 4.446
0.618 4.421
HIGH 4.381
0.618 4.356
0.500 4.349
0.382 4.341
LOW 4.316
0.618 4.276
1.000 4.251
1.618 4.211
2.618 4.146
4.250 4.040
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 4.364 4.347
PP 4.356 4.321
S1 4.349 4.296

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

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