NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 4.262 4.235 -0.027 -0.6% 3.780
High 4.290 4.382 0.092 2.1% 4.175
Low 4.115 4.176 0.061 1.5% 3.710
Close 4.264 4.267 0.003 0.1% 4.164
Range 0.175 0.206 0.031 17.7% 0.465
ATR 0.172 0.174 0.002 1.4% 0.000
Volume 73,929 11,015 -62,914 -85.1% 604,757
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.893 4.786 4.380
R3 4.687 4.580 4.324
R2 4.481 4.481 4.305
R1 4.374 4.374 4.286 4.428
PP 4.275 4.275 4.275 4.302
S1 4.168 4.168 4.248 4.222
S2 4.069 4.069 4.229
S3 3.863 3.962 4.210
S4 3.657 3.756 4.154
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 4.382 3.853 0.529 12.4% 0.191 4.5% 78% True False 86,354
10 4.382 3.710 0.672 15.7% 0.185 4.3% 83% True False 101,878
20 4.382 3.656 0.726 17.0% 0.193 4.5% 84% True False 114,052
40 4.382 3.500 0.882 20.7% 0.156 3.7% 87% True False 87,882
60 4.504 3.500 1.004 23.5% 0.146 3.4% 76% False False 66,872
80 5.229 3.500 1.729 40.5% 0.138 3.2% 44% False False 54,748
100 5.373 3.500 1.873 43.9% 0.134 3.1% 41% False False 46,092
120 5.762 3.500 2.262 53.0% 0.136 3.2% 34% False False 39,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.258
2.618 4.921
1.618 4.715
1.000 4.588
0.618 4.509
HIGH 4.382
0.618 4.303
0.500 4.279
0.382 4.255
LOW 4.176
0.618 4.049
1.000 3.970
1.618 3.843
2.618 3.637
4.250 3.301
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 4.279 4.261
PP 4.275 4.255
S1 4.271 4.249

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

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