NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 3.960 4.049 0.089 2.2% 4.174
High 4.049 4.092 0.043 1.1% 4.411
Low 3.853 3.964 0.111 2.9% 3.974
Close 4.028 3.994 -0.034 -0.8% 3.982
Range 0.196 0.128 -0.068 -34.7% 0.437
ATR 0.152 0.150 -0.002 -1.1% 0.000
Volume 90,490 99,310 8,820 9.7% 413,434
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.401 4.325 4.064
R3 4.273 4.197 4.029
R2 4.145 4.145 4.017
R1 4.069 4.069 4.006 4.043
PP 4.017 4.017 4.017 4.004
S1 3.941 3.941 3.982 3.915
S2 3.889 3.889 3.971
S3 3.761 3.813 3.959
S4 3.633 3.685 3.924
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.433 5.145 4.222
R3 4.996 4.708 4.102
R2 4.559 4.559 4.062
R1 4.271 4.271 4.022 4.197
PP 4.122 4.122 4.122 4.085
S1 3.834 3.834 3.942 3.760
S2 3.685 3.685 3.902
S3 3.248 3.397 3.862
S4 2.811 2.960 3.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.411 3.853 0.558 14.0% 0.179 4.5% 25% False False 93,823
10 4.411 3.853 0.558 14.0% 0.154 3.9% 25% False False 73,817
20 4.411 3.853 0.558 14.0% 0.160 4.0% 25% False False 56,011
40 4.616 3.853 0.763 19.1% 0.131 3.3% 18% False False 47,459
60 4.681 3.853 0.828 20.7% 0.126 3.2% 17% False False 38,707
80 5.468 3.853 1.615 40.4% 0.123 3.1% 9% False False 33,260
100 5.705 3.853 1.852 46.4% 0.124 3.1% 8% False False 29,307
120 5.949 3.853 2.096 52.5% 0.127 3.2% 7% False False 26,532
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.636
2.618 4.427
1.618 4.299
1.000 4.220
0.618 4.171
HIGH 4.092
0.618 4.043
0.500 4.028
0.382 4.013
LOW 3.964
0.618 3.885
1.000 3.836
1.618 3.757
2.618 3.629
4.250 3.420
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 4.028 3.994
PP 4.017 3.993
S1 4.005 3.993

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

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