NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 4.174 4.316 0.142 3.4% 4.255
High 4.320 4.389 0.069 1.6% 4.402
Low 4.170 4.233 0.063 1.5% 3.998
Close 4.279 4.372 0.093 2.2% 4.176
Range 0.150 0.156 0.006 4.0% 0.404
ATR 0.137 0.138 0.001 1.0% 0.000
Volume 60,928 73,189 12,261 20.1% 243,608
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.799 4.742 4.458
R3 4.643 4.586 4.415
R2 4.487 4.487 4.401
R1 4.430 4.430 4.386 4.459
PP 4.331 4.331 4.331 4.346
S1 4.274 4.274 4.358 4.303
S2 4.175 4.175 4.343
S3 4.019 4.118 4.329
S4 3.863 3.962 4.286
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 4.389 3.998 0.391 8.9% 0.130 3.0% 96% True False 53,812
10 4.402 3.916 0.486 11.1% 0.171 3.9% 94% False False 50,328
20 4.402 3.868 0.534 12.2% 0.137 3.1% 94% False False 45,719
40 4.641 3.868 0.773 17.7% 0.124 2.8% 65% False False 38,487
60 4.975 3.868 1.107 25.3% 0.119 2.7% 46% False False 31,868
80 5.468 3.868 1.600 36.6% 0.119 2.7% 32% False False 28,046
100 5.904 3.868 2.036 46.6% 0.122 2.8% 25% False False 25,145
120 5.949 3.868 2.081 47.6% 0.124 2.8% 24% False False 22,919
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 0.059
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.052
2.618 4.797
1.618 4.641
1.000 4.545
0.618 4.485
HIGH 4.389
0.618 4.329
0.500 4.311
0.382 4.293
LOW 4.233
0.618 4.137
1.000 4.077
1.618 3.981
2.618 3.825
4.250 3.570
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 4.352 4.329
PP 4.331 4.286
S1 4.311 4.243

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

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