NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 4.049 4.018 -0.031 -0.8% 4.174
High 4.092 4.198 0.106 2.6% 4.411
Low 3.964 3.976 0.012 0.3% 3.974
Close 3.994 4.190 0.196 4.9% 3.982
Range 0.128 0.222 0.094 73.4% 0.437
ATR 0.150 0.155 0.005 3.4% 0.000
Volume 99,310 52,544 -46,766 -47.1% 413,434
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.787 4.711 4.312
R3 4.565 4.489 4.251
R2 4.343 4.343 4.231
R1 4.267 4.267 4.210 4.305
PP 4.121 4.121 4.121 4.141
S1 4.045 4.045 4.170 4.083
S2 3.899 3.899 4.149
S3 3.677 3.823 4.129
S4 3.455 3.601 4.068
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 4.321 3.853 0.468 11.2% 0.184 4.4% 72% False False 87,791
10 4.411 3.853 0.558 13.3% 0.166 4.0% 60% False False 74,599
20 4.411 3.853 0.558 13.3% 0.168 4.0% 60% False False 56,904
40 4.616 3.853 0.763 18.2% 0.134 3.2% 44% False False 48,184
60 4.681 3.853 0.828 19.8% 0.129 3.1% 41% False False 39,326
80 5.468 3.853 1.615 38.5% 0.125 3.0% 21% False False 33,808
100 5.624 3.853 1.771 42.3% 0.125 3.0% 19% False False 29,759
120 5.949 3.853 2.096 50.0% 0.128 3.1% 16% False False 26,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.142
2.618 4.779
1.618 4.557
1.000 4.420
0.618 4.335
HIGH 4.198
0.618 4.113
0.500 4.087
0.382 4.061
LOW 3.976
0.618 3.839
1.000 3.754
1.618 3.617
2.618 3.395
4.250 3.033
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 4.156 4.135
PP 4.121 4.080
S1 4.087 4.026

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

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