NYMEX Natural Gas Future September 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 4.466 4.522 0.056 1.3% 4.300
High 4.494 4.544 0.050 1.1% 4.473
Low 4.416 4.435 0.019 0.4% 4.250
Close 4.484 4.522 0.038 0.8% 4.368
Range 0.078 0.109 0.031 39.7% 0.223
ATR 0.124 0.123 -0.001 -0.9% 0.000
Volume 1,659 816 -843 -50.8% 6,564
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.827 4.784 4.582
R3 4.718 4.675 4.552
R2 4.609 4.609 4.542
R1 4.566 4.566 4.532 4.577
PP 4.500 4.500 4.500 4.506
S1 4.457 4.457 4.512 4.468
S2 4.391 4.391 4.502
S3 4.282 4.348 4.492
S4 4.173 4.239 4.462
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.033 4.923 4.491
R3 4.810 4.700 4.429
R2 4.587 4.587 4.409
R1 4.477 4.477 4.388 4.532
PP 4.364 4.364 4.364 4.391
S1 4.254 4.254 4.348 4.309
S2 4.141 4.141 4.327
S3 3.918 4.031 4.307
S4 3.695 3.808 4.245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.544 4.290 0.254 5.6% 0.096 2.1% 91% True False 1,037
10 4.544 4.209 0.335 7.4% 0.119 2.6% 93% True False 1,565
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.007
2.618 4.829
1.618 4.720
1.000 4.653
0.618 4.611
HIGH 4.544
0.618 4.502
0.500 4.490
0.382 4.477
LOW 4.435
0.618 4.368
1.000 4.326
1.618 4.259
2.618 4.150
4.250 3.972
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 4.511 4.497
PP 4.500 4.473
S1 4.490 4.448

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

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