NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 4.452 4.506 0.054 1.2% 4.425
High 4.475 4.546 0.071 1.6% 4.598
Low 4.380 4.360 -0.020 -0.5% 4.380
Close 4.444 4.453 0.009 0.2% 4.444
Range 0.095 0.186 0.091 95.8% 0.218
ATR 0.125 0.130 0.004 3.5% 0.000
Volume 4,825 5,249 424 8.8% 26,356
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.011 4.918 4.555
R3 4.825 4.732 4.504
R2 4.639 4.639 4.487
R1 4.546 4.546 4.470 4.500
PP 4.453 4.453 4.453 4.430
S1 4.360 4.360 4.436 4.314
S2 4.267 4.267 4.419
S3 4.081 4.174 4.402
S4 3.895 3.988 4.351
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.128 5.004 4.564
R3 4.910 4.786 4.504
R2 4.692 4.692 4.484
R1 4.568 4.568 4.464 4.630
PP 4.474 4.474 4.474 4.505
S1 4.350 4.350 4.424 4.412
S2 4.256 4.256 4.404
S3 4.038 4.132 4.384
S4 3.820 3.914 4.324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.598 4.360 0.238 5.3% 0.149 3.3% 39% False True 5,731
10 4.598 4.180 0.418 9.4% 0.123 2.8% 65% False False 4,730
20 4.598 3.980 0.618 13.9% 0.132 3.0% 77% False False 3,515
40 4.598 3.942 0.656 14.7% 0.122 2.7% 78% False False 2,609
60 4.598 3.942 0.656 14.7% 0.107 2.4% 78% False False 2,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.337
2.618 5.033
1.618 4.847
1.000 4.732
0.618 4.661
HIGH 4.546
0.618 4.475
0.500 4.453
0.382 4.431
LOW 4.360
0.618 4.245
1.000 4.174
1.618 4.059
2.618 3.873
4.250 3.570
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 4.453 4.479
PP 4.453 4.470
S1 4.453 4.462

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

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