NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 4.199 4.221 0.022 0.5% 4.595
High 4.289 4.421 0.132 3.1% 4.598
Low 4.147 4.220 0.073 1.8% 4.147
Close 4.258 4.406 0.148 3.5% 4.258
Range 0.142 0.201 0.059 41.5% 0.451
ATR 0.125 0.130 0.005 4.4% 0.000
Volume 3,598 3,920 322 8.9% 14,130
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.952 4.880 4.517
R3 4.751 4.679 4.461
R2 4.550 4.550 4.443
R1 4.478 4.478 4.424 4.514
PP 4.349 4.349 4.349 4.367
S1 4.277 4.277 4.388 4.313
S2 4.148 4.148 4.369
S3 3.947 4.076 4.351
S4 3.746 3.875 4.295
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.687 5.424 4.506
R3 5.236 4.973 4.382
R2 4.785 4.785 4.341
R1 4.522 4.522 4.299 4.428
PP 4.334 4.334 4.334 4.288
S1 4.071 4.071 4.217 3.977
S2 3.883 3.883 4.175
S3 3.432 3.620 4.134
S4 2.981 3.169 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.485 4.147 0.338 7.7% 0.126 2.9% 77% False False 3,256
10 4.657 4.147 0.510 11.6% 0.136 3.1% 51% False False 3,347
20 4.657 4.147 0.510 11.6% 0.123 2.8% 51% False False 2,593
40 4.657 4.010 0.647 14.7% 0.123 2.8% 61% False False 2,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.275
2.618 4.947
1.618 4.746
1.000 4.622
0.618 4.545
HIGH 4.421
0.618 4.344
0.500 4.321
0.382 4.297
LOW 4.220
0.618 4.096
1.000 4.019
1.618 3.895
2.618 3.694
4.250 3.366
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 4.378 4.365
PP 4.349 4.325
S1 4.321 4.284

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

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