NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 4.468 4.430 -0.038 -0.9% 4.423
High 4.517 4.580 0.063 1.4% 4.465
Low 4.396 4.407 0.011 0.3% 4.180
Close 4.414 4.577 0.163 3.7% 4.372
Range 0.121 0.173 0.052 43.0% 0.285
ATR 0.121 0.124 0.004 3.1% 0.000
Volume 6,152 4,715 -1,437 -23.4% 16,351
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.040 4.982 4.672
R3 4.867 4.809 4.625
R2 4.694 4.694 4.609
R1 4.636 4.636 4.593 4.665
PP 4.521 4.521 4.521 4.536
S1 4.463 4.463 4.561 4.492
S2 4.348 4.348 4.545
S3 4.175 4.290 4.529
S4 4.002 4.117 4.482
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 4.580 4.238 0.342 7.5% 0.117 2.6% 99% True False 4,514
10 4.580 4.180 0.400 8.7% 0.126 2.8% 99% True False 3,485
20 4.580 3.980 0.600 13.1% 0.130 2.8% 100% True False 2,914
40 4.580 3.942 0.638 13.9% 0.117 2.6% 100% True False 2,300
60 4.584 3.942 0.642 14.0% 0.105 2.3% 99% False False 1,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.315
2.618 5.033
1.618 4.860
1.000 4.753
0.618 4.687
HIGH 4.580
0.618 4.514
0.500 4.494
0.382 4.473
LOW 4.407
0.618 4.300
1.000 4.234
1.618 4.127
2.618 3.954
4.250 3.672
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 4.549 4.547
PP 4.521 4.516
S1 4.494 4.486

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

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