NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 4.190 4.325 0.135 3.2% 3.960
High 4.332 4.448 0.116 2.7% 4.332
Low 4.148 4.285 0.137 3.3% 3.853
Close 4.324 4.432 0.108 2.5% 4.324
Range 0.184 0.163 -0.021 -11.4% 0.479
ATR 0.160 0.160 0.000 0.2% 0.000
Volume 91,751 85,548 -6,203 -6.8% 408,009
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.877 4.818 4.522
R3 4.714 4.655 4.477
R2 4.551 4.551 4.462
R1 4.492 4.492 4.447 4.522
PP 4.388 4.388 4.388 4.403
S1 4.329 4.329 4.417 4.359
S2 4.225 4.225 4.402
S3 4.062 4.166 4.387
S4 3.899 4.003 4.342
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.607 5.444 4.587
R3 5.128 4.965 4.456
R2 4.649 4.649 4.412
R1 4.486 4.486 4.368 4.568
PP 4.170 4.170 4.170 4.210
S1 4.007 4.007 4.280 4.089
S2 3.691 3.691 4.236
S3 3.212 3.528 4.192
S4 2.733 3.049 4.061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.448 3.964 0.484 10.9% 0.178 4.0% 97% True False 80,613
10 4.448 3.853 0.595 13.4% 0.181 4.1% 97% True False 84,606
20 4.448 3.853 0.595 13.4% 0.174 3.9% 97% True False 64,965
40 4.448 3.853 0.595 13.4% 0.137 3.1% 97% True False 53,001
60 4.681 3.853 0.828 18.7% 0.133 3.0% 70% False False 42,637
80 5.468 3.853 1.615 36.4% 0.127 2.9% 36% False False 36,060
100 5.593 3.853 1.740 39.3% 0.125 2.8% 33% False False 31,899
120 5.949 3.853 2.096 47.3% 0.128 2.9% 28% False False 28,727
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.048
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.141
2.618 4.875
1.618 4.712
1.000 4.611
0.618 4.549
HIGH 4.448
0.618 4.386
0.500 4.367
0.382 4.347
LOW 4.285
0.618 4.184
1.000 4.122
1.618 4.021
2.618 3.858
4.250 3.592
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 4.410 4.369
PP 4.388 4.305
S1 4.367 4.242

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

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