NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 4.196 4.222 0.026 0.6% 4.506
High 4.278 4.264 -0.014 -0.3% 4.546
Low 4.126 4.195 0.069 1.7% 4.078
Close 4.280 4.246 -0.034 -0.8% 4.188
Range 0.152 0.069 -0.083 -54.6% 0.468
ATR 0.137 0.133 -0.004 -2.7% 0.000
Volume 4,721 4,478 -243 -5.1% 25,704
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.442 4.413 4.284
R3 4.373 4.344 4.265
R2 4.304 4.304 4.259
R1 4.275 4.275 4.252 4.290
PP 4.235 4.235 4.235 4.242
S1 4.206 4.206 4.240 4.221
S2 4.166 4.166 4.233
S3 4.097 4.137 4.227
S4 4.028 4.068 4.208
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.675 5.399 4.445
R3 5.207 4.931 4.317
R2 4.739 4.739 4.274
R1 4.463 4.463 4.231 4.367
PP 4.271 4.271 4.271 4.223
S1 3.995 3.995 4.145 3.899
S2 3.803 3.803 4.102
S3 3.335 3.527 4.059
S4 2.867 3.059 3.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.352 4.078 0.274 6.5% 0.140 3.3% 61% False False 5,066
10 4.546 4.078 0.468 11.0% 0.134 3.1% 36% False False 5,048
20 4.598 4.078 0.520 12.2% 0.132 3.1% 32% False False 4,514
40 4.598 3.980 0.618 14.6% 0.132 3.1% 43% False False 3,356
60 4.598 3.942 0.656 15.4% 0.114 2.7% 46% False False 2,726
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.557
2.618 4.445
1.618 4.376
1.000 4.333
0.618 4.307
HIGH 4.264
0.618 4.238
0.500 4.230
0.382 4.221
LOW 4.195
0.618 4.152
1.000 4.126
1.618 4.083
2.618 4.014
4.250 3.902
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 4.241 4.238
PP 4.235 4.230
S1 4.230 4.222

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

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