NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 3.854 3.954 0.100 2.6% 4.031
High 3.948 4.132 0.184 4.7% 4.187
Low 3.846 3.937 0.091 2.4% 3.743
Close 3.937 4.088 0.151 3.8% 3.937
Range 0.102 0.195 0.093 91.2% 0.444
ATR 0.152 0.155 0.003 2.0% 0.000
Volume 101,386 129,547 28,161 27.8% 559,702
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.637 4.558 4.195
R3 4.442 4.363 4.142
R2 4.247 4.247 4.124
R1 4.168 4.168 4.106 4.208
PP 4.052 4.052 4.052 4.072
S1 3.973 3.973 4.070 4.013
S2 3.857 3.857 4.052
S3 3.662 3.778 4.034
S4 3.467 3.583 3.981
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.288 5.056 4.181
R3 4.844 4.612 4.059
R2 4.400 4.400 4.018
R1 4.168 4.168 3.978 4.062
PP 3.956 3.956 3.956 3.903
S1 3.724 3.724 3.896 3.618
S2 3.512 3.512 3.856
S3 3.068 3.280 3.815
S4 2.624 2.836 3.693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.132 3.743 0.389 9.5% 0.148 3.6% 89% True False 112,024
10 4.187 3.656 0.531 13.0% 0.188 4.6% 81% False False 118,324
20 4.187 3.500 0.687 16.8% 0.154 3.8% 86% False False 93,586
40 4.500 3.500 1.000 24.5% 0.138 3.4% 59% False False 62,745
60 4.896 3.500 1.396 34.1% 0.131 3.2% 42% False False 48,193
80 5.336 3.500 1.836 44.9% 0.126 3.1% 32% False False 40,295
100 5.747 3.500 2.247 55.0% 0.131 3.2% 26% False False 33,926
120 5.762 3.500 2.262 55.3% 0.132 3.2% 26% False False 29,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.061
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.961
2.618 4.643
1.618 4.448
1.000 4.327
0.618 4.253
HIGH 4.132
0.618 4.058
0.500 4.035
0.382 4.011
LOW 3.937
0.618 3.816
1.000 3.742
1.618 3.621
2.618 3.426
4.250 3.108
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 4.070 4.038
PP 4.052 3.988
S1 4.035 3.938

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

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