NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 4.162 4.262 0.100 2.4% 3.780
High 4.293 4.290 -0.003 -0.1% 4.175
Low 4.125 4.115 -0.010 -0.2% 3.710
Close 4.271 4.264 -0.007 -0.2% 4.164
Range 0.168 0.175 0.007 4.2% 0.465
ATR 0.172 0.172 0.000 0.1% 0.000
Volume 95,536 73,929 -21,607 -22.6% 604,757
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.748 4.681 4.360
R3 4.573 4.506 4.312
R2 4.398 4.398 4.296
R1 4.331 4.331 4.280 4.365
PP 4.223 4.223 4.223 4.240
S1 4.156 4.156 4.248 4.190
S2 4.048 4.048 4.232
S3 3.873 3.981 4.216
S4 3.698 3.806 4.168
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 3.796 0.497 11.7% 0.198 4.6% 94% False False 109,566
10 4.293 3.710 0.583 13.7% 0.187 4.4% 95% False False 114,599
20 4.293 3.656 0.637 14.9% 0.189 4.4% 95% False False 117,642
40 4.293 3.500 0.793 18.6% 0.153 3.6% 96% False False 88,137
60 4.522 3.500 1.022 24.0% 0.144 3.4% 75% False False 67,022
80 5.229 3.500 1.729 40.5% 0.137 3.2% 44% False False 54,853
100 5.447 3.500 1.947 45.7% 0.134 3.1% 39% False False 46,059
120 5.762 3.500 2.262 53.0% 0.136 3.2% 34% False False 39,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.034
2.618 4.748
1.618 4.573
1.000 4.465
0.618 4.398
HIGH 4.290
0.618 4.223
0.500 4.203
0.382 4.182
LOW 4.115
0.618 4.007
1.000 3.940
1.618 3.832
2.618 3.657
4.250 3.371
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 4.244 4.221
PP 4.223 4.177
S1 4.203 4.134

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

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