NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 4.114 4.174 0.060 1.5% 4.255
High 4.188 4.320 0.132 3.2% 4.402
Low 4.096 4.170 0.074 1.8% 3.998
Close 4.176 4.279 0.103 2.5% 4.176
Range 0.092 0.150 0.058 63.0% 0.404
ATR 0.136 0.137 0.001 0.7% 0.000
Volume 60,928 60,928 0 0.0% 243,608
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.706 4.643 4.362
R3 4.556 4.493 4.320
R2 4.406 4.406 4.307
R1 4.343 4.343 4.293 4.375
PP 4.256 4.256 4.256 4.272
S1 4.193 4.193 4.265 4.225
S2 4.106 4.106 4.252
S3 3.956 4.043 4.238
S4 3.806 3.893 4.197
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.404 5.194 4.398
R3 5.000 4.790 4.287
R2 4.596 4.596 4.250
R1 4.386 4.386 4.213 4.289
PP 4.192 4.192 4.192 4.144
S1 3.982 3.982 4.139 3.885
S2 3.788 3.788 4.102
S3 3.384 3.578 4.065
S4 2.980 3.174 3.954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.320 3.998 0.322 7.5% 0.132 3.1% 87% True False 49,179
10 4.402 3.916 0.486 11.4% 0.167 3.9% 75% False False 45,324
20 4.402 3.868 0.534 12.5% 0.134 3.1% 77% False False 45,568
40 4.681 3.868 0.813 19.0% 0.124 2.9% 51% False False 37,363
60 5.008 3.868 1.140 26.6% 0.119 2.8% 36% False False 30,836
80 5.468 3.868 1.600 37.4% 0.118 2.7% 26% False False 27,313
100 5.949 3.868 2.081 48.6% 0.122 2.9% 20% False False 24,553
120 5.949 3.868 2.081 48.6% 0.124 2.9% 20% False False 22,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.056
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.958
2.618 4.713
1.618 4.563
1.000 4.470
0.618 4.413
HIGH 4.320
0.618 4.263
0.500 4.245
0.382 4.227
LOW 4.170
0.618 4.077
1.000 4.020
1.618 3.927
2.618 3.777
4.250 3.533
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 4.268 4.239
PP 4.256 4.199
S1 4.245 4.159

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

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