NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 4.430 4.578 0.148 3.3% 4.423
High 4.580 4.598 0.018 0.4% 4.465
Low 4.407 4.430 0.023 0.5% 4.180
Close 4.577 4.449 -0.128 -2.8% 4.372
Range 0.173 0.168 -0.005 -2.9% 0.285
ATR 0.124 0.128 0.003 2.5% 0.000
Volume 4,715 7,716 3,001 63.6% 16,351
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.996 4.891 4.541
R3 4.828 4.723 4.495
R2 4.660 4.660 4.480
R1 4.555 4.555 4.464 4.524
PP 4.492 4.492 4.492 4.477
S1 4.387 4.387 4.434 4.356
S2 4.324 4.324 4.418
S3 4.156 4.219 4.403
S4 3.988 4.051 4.357
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 4.598 4.316 0.282 6.3% 0.126 2.8% 47% True False 5,316
10 4.598 4.180 0.418 9.4% 0.131 2.9% 64% True False 3,980
20 4.598 3.980 0.618 13.9% 0.131 3.0% 76% True False 3,223
40 4.598 3.942 0.656 14.7% 0.119 2.7% 77% True False 2,442
60 4.598 3.942 0.656 14.7% 0.107 2.4% 77% True False 2,106
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.312
2.618 5.038
1.618 4.870
1.000 4.766
0.618 4.702
HIGH 4.598
0.618 4.534
0.500 4.514
0.382 4.494
LOW 4.430
0.618 4.326
1.000 4.262
1.618 4.158
2.618 3.990
4.250 3.716
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 4.514 4.497
PP 4.492 4.481
S1 4.471 4.465

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

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