NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 4.205 4.062 -0.143 -3.4% 4.031
High 4.249 4.125 -0.124 -2.9% 4.187
Low 4.018 3.917 -0.101 -2.5% 3.743
Close 4.046 3.927 -0.119 -2.9% 3.937
Range 0.231 0.208 -0.023 -10.0% 0.444
ATR 0.162 0.165 0.003 2.0% 0.000
Volume 138,226 124,248 -13,978 -10.1% 559,702
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.614 4.478 4.041
R3 4.406 4.270 3.984
R2 4.198 4.198 3.965
R1 4.062 4.062 3.946 4.026
PP 3.990 3.990 3.990 3.972
S1 3.854 3.854 3.908 3.818
S2 3.782 3.782 3.889
S3 3.574 3.646 3.870
S4 3.366 3.438 3.813
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 4.249 3.846 0.403 10.3% 0.181 4.6% 20% False False 127,375
10 4.249 3.743 0.506 12.9% 0.196 5.0% 36% False False 124,417
20 4.249 3.500 0.749 19.1% 0.167 4.3% 57% False False 101,617
40 4.481 3.500 0.981 25.0% 0.142 3.6% 44% False False 70,911
60 4.840 3.500 1.340 34.1% 0.135 3.4% 32% False False 54,218
80 5.336 3.500 1.836 46.8% 0.131 3.3% 23% False False 45,086
100 5.570 3.500 2.070 52.7% 0.131 3.3% 21% False False 37,802
120 5.762 3.500 2.262 57.6% 0.134 3.4% 19% False False 32,664
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 0.058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.009
2.618 4.670
1.618 4.462
1.000 4.333
0.618 4.254
HIGH 4.125
0.618 4.046
0.500 4.021
0.382 3.996
LOW 3.917
0.618 3.788
1.000 3.709
1.618 3.580
2.618 3.372
4.250 3.033
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 4.021 4.083
PP 3.990 4.031
S1 3.958 3.979

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

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