NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 4.506 4.449 -0.057 -1.3% 4.425
High 4.546 4.449 -0.097 -2.1% 4.598
Low 4.360 4.313 -0.047 -1.1% 4.380
Close 4.453 4.316 -0.137 -3.1% 4.444
Range 0.186 0.136 -0.050 -26.9% 0.218
ATR 0.130 0.130 0.001 0.6% 0.000
Volume 5,249 5,750 501 9.5% 26,356
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.767 4.678 4.391
R3 4.631 4.542 4.353
R2 4.495 4.495 4.341
R1 4.406 4.406 4.328 4.383
PP 4.359 4.359 4.359 4.348
S1 4.270 4.270 4.304 4.247
S2 4.223 4.223 4.291
S3 4.087 4.134 4.279
S4 3.951 3.998 4.241
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 4.313 0.285 6.6% 0.152 3.5% 1% False True 5,651
10 4.598 4.210 0.388 9.0% 0.127 2.9% 27% False False 4,926
20 4.598 4.033 0.565 13.1% 0.133 3.1% 50% False False 3,686
40 4.598 3.942 0.656 15.2% 0.125 2.9% 57% False False 2,712
60 4.598 3.942 0.656 15.2% 0.107 2.5% 57% False False 2,294
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.027
2.618 4.805
1.618 4.669
1.000 4.585
0.618 4.533
HIGH 4.449
0.618 4.397
0.500 4.381
0.382 4.365
LOW 4.313
0.618 4.229
1.000 4.177
1.618 4.093
2.618 3.957
4.250 3.735
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 4.381 4.430
PP 4.359 4.392
S1 4.338 4.354

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

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