NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 4.344 4.404 0.060 1.4% 4.142
High 4.382 4.429 0.047 1.1% 4.352
Low 4.296 4.317 0.021 0.5% 4.126
Close 4.364 4.407 0.043 1.0% 4.246
Range 0.086 0.112 0.026 30.2% 0.226
ATR 0.128 0.126 -0.001 -0.9% 0.000
Volume 3,005 3,308 303 10.1% 19,954
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.720 4.676 4.469
R3 4.608 4.564 4.438
R2 4.496 4.496 4.428
R1 4.452 4.452 4.417 4.474
PP 4.384 4.384 4.384 4.396
S1 4.340 4.340 4.397 4.362
S2 4.272 4.272 4.386
S3 4.160 4.228 4.376
S4 4.048 4.116 4.345
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.919 4.809 4.370
R3 4.693 4.583 4.308
R2 4.467 4.467 4.287
R1 4.357 4.357 4.267 4.412
PP 4.241 4.241 4.241 4.269
S1 4.131 4.131 4.225 4.186
S2 4.015 4.015 4.205
S3 3.789 3.905 4.184
S4 3.563 3.679 4.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.429 4.172 0.257 5.8% 0.100 2.3% 91% True False 3,134
10 4.429 4.078 0.351 8.0% 0.129 2.9% 94% True False 3,986
20 4.598 4.078 0.520 11.8% 0.126 2.9% 63% False False 4,598
40 4.598 3.980 0.618 14.0% 0.126 2.9% 69% False False 3,433
60 4.598 3.942 0.656 14.9% 0.116 2.6% 71% False False 2,828
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.905
2.618 4.722
1.618 4.610
1.000 4.541
0.618 4.498
HIGH 4.429
0.618 4.386
0.500 4.373
0.382 4.360
LOW 4.317
0.618 4.248
1.000 4.205
1.618 4.136
2.618 4.024
4.250 3.841
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 4.396 4.380
PP 4.384 4.353
S1 4.373 4.326

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

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