NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 3.834 4.027 0.193 5.0% 3.954
High 4.037 4.058 0.021 0.5% 4.249
Low 3.796 3.853 0.057 1.5% 3.794
Close 4.030 4.007 -0.023 -0.6% 3.799
Range 0.241 0.205 -0.036 -14.9% 0.455
ATR 0.167 0.170 0.003 1.6% 0.000
Volume 127,077 142,124 15,047 11.8% 644,789
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.588 4.502 4.120
R3 4.383 4.297 4.063
R2 4.178 4.178 4.045
R1 4.092 4.092 4.026 4.033
PP 3.973 3.973 3.973 3.943
S1 3.887 3.887 3.988 3.828
S2 3.768 3.768 3.969
S3 3.563 3.682 3.951
S4 3.358 3.477 3.894
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.312 5.011 4.049
R3 4.857 4.556 3.924
R2 4.402 4.402 3.882
R1 4.101 4.101 3.841 4.024
PP 3.947 3.947 3.947 3.909
S1 3.646 3.646 3.757 3.569
S2 3.492 3.492 3.716
S3 3.037 3.191 3.674
S4 2.582 2.736 3.549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.058 3.710 0.348 8.7% 0.178 4.4% 85% True False 120,977
10 4.249 3.710 0.539 13.5% 0.179 4.5% 55% False False 124,176
20 4.249 3.500 0.749 18.7% 0.186 4.6% 68% False False 115,023
40 4.393 3.500 0.893 22.3% 0.148 3.7% 57% False False 83,340
60 4.522 3.500 1.022 25.5% 0.141 3.5% 50% False False 63,264
80 5.336 3.500 1.836 45.8% 0.135 3.4% 28% False False 52,052
100 5.447 3.500 1.947 48.6% 0.134 3.3% 26% False False 43,572
120 5.762 3.500 2.262 56.5% 0.136 3.4% 22% False False 37,533
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.929
2.618 4.595
1.618 4.390
1.000 4.263
0.618 4.185
HIGH 4.058
0.618 3.980
0.500 3.956
0.382 3.931
LOW 3.853
0.618 3.726
1.000 3.648
1.618 3.521
2.618 3.316
4.250 2.982
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 3.990 3.978
PP 3.973 3.949
S1 3.956 3.920

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

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