NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 4.023 4.162 0.139 3.5% 3.780
High 4.175 4.293 0.118 2.8% 4.175
Low 3.975 4.125 0.150 3.8% 3.710
Close 4.164 4.271 0.107 2.6% 4.164
Range 0.200 0.168 -0.032 -16.0% 0.465
ATR 0.172 0.172 0.000 -0.2% 0.000
Volume 109,167 95,536 -13,631 -12.5% 604,757
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.734 4.670 4.363
R3 4.566 4.502 4.317
R2 4.398 4.398 4.302
R1 4.334 4.334 4.286 4.366
PP 4.230 4.230 4.230 4.246
S1 4.166 4.166 4.256 4.198
S2 4.062 4.062 4.240
S3 3.894 3.998 4.225
S4 3.726 3.830 4.179
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.411 5.253 4.420
R3 4.946 4.788 4.292
R2 4.481 4.481 4.249
R1 4.323 4.323 4.207 4.402
PP 4.016 4.016 4.016 4.056
S1 3.858 3.858 4.121 3.937
S2 3.551 3.551 4.079
S3 3.086 3.393 4.036
S4 2.621 2.928 3.908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.293 3.782 0.511 12.0% 0.190 4.5% 96% True False 114,843
10 4.293 3.710 0.583 13.7% 0.187 4.4% 96% True False 121,553
20 4.293 3.656 0.637 14.9% 0.187 4.4% 97% True False 119,939
40 4.293 3.500 0.793 18.6% 0.151 3.5% 97% True False 86,828
60 4.522 3.500 1.022 23.9% 0.144 3.4% 75% False False 66,060
80 5.336 3.500 1.836 43.0% 0.137 3.2% 42% False False 54,077
100 5.447 3.500 1.947 45.6% 0.134 3.1% 40% False False 45,436
120 5.762 3.500 2.262 53.0% 0.136 3.2% 34% False False 39,096
Crabel Price Patterns
NR True
NR4 True
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 0.044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.007
2.618 4.733
1.618 4.565
1.000 4.461
0.618 4.397
HIGH 4.293
0.618 4.229
0.500 4.209
0.382 4.189
LOW 4.125
0.618 4.021
1.000 3.957
1.618 3.853
2.618 3.685
4.250 3.411
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 4.250 4.205
PP 4.230 4.139
S1 4.209 4.073

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

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