NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 3.954 4.120 0.166 4.2% 4.031
High 4.132 4.228 0.096 2.3% 4.187
Low 3.937 4.058 0.121 3.1% 3.743
Close 4.088 4.210 0.122 3.0% 3.937
Range 0.195 0.170 -0.025 -12.8% 0.444
ATR 0.155 0.156 0.001 0.7% 0.000
Volume 129,547 143,470 13,923 10.7% 559,702
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.675 4.613 4.304
R3 4.505 4.443 4.257
R2 4.335 4.335 4.241
R1 4.273 4.273 4.226 4.304
PP 4.165 4.165 4.165 4.181
S1 4.103 4.103 4.194 4.134
S2 3.995 3.995 4.179
S3 3.825 3.933 4.163
S4 3.655 3.763 4.117
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 4.228 3.743 0.485 11.5% 0.147 3.5% 96% True False 114,698
10 4.228 3.656 0.572 13.6% 0.191 4.5% 97% True False 120,686
20 4.228 3.500 0.728 17.3% 0.158 3.7% 98% True False 97,067
40 4.500 3.500 1.000 23.8% 0.138 3.3% 71% False False 65,792
60 4.840 3.500 1.340 31.8% 0.130 3.1% 53% False False 50,381
80 5.336 3.500 1.836 43.6% 0.128 3.0% 39% False False 41,989
100 5.732 3.500 2.232 53.0% 0.131 3.1% 32% False False 35,302
120 5.762 3.500 2.262 53.7% 0.132 3.1% 31% False False 30,539
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.951
2.618 4.673
1.618 4.503
1.000 4.398
0.618 4.333
HIGH 4.228
0.618 4.163
0.500 4.143
0.382 4.123
LOW 4.058
0.618 3.953
1.000 3.888
1.618 3.783
2.618 3.613
4.250 3.336
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 4.188 4.152
PP 4.165 4.095
S1 4.143 4.037

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

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