NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 4.325 4.415 0.090 2.1% 3.960
High 4.448 4.454 0.006 0.1% 4.332
Low 4.285 4.291 0.006 0.1% 3.853
Close 4.432 4.415 -0.017 -0.4% 4.324
Range 0.163 0.163 0.000 0.0% 0.479
ATR 0.160 0.160 0.000 0.1% 0.000
Volume 85,548 99,105 13,557 15.8% 408,009
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.876 4.808 4.505
R3 4.713 4.645 4.460
R2 4.550 4.550 4.445
R1 4.482 4.482 4.430 4.497
PP 4.387 4.387 4.387 4.394
S1 4.319 4.319 4.400 4.334
S2 4.224 4.224 4.385
S3 4.061 4.156 4.370
S4 3.898 3.993 4.325
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 4.454 3.976 0.478 10.8% 0.185 4.2% 92% True False 80,572
10 4.454 3.853 0.601 13.6% 0.182 4.1% 94% True False 87,197
20 4.454 3.853 0.601 13.6% 0.176 4.0% 94% True False 68,763
40 4.454 3.853 0.601 13.6% 0.139 3.2% 94% True False 54,673
60 4.681 3.853 0.828 18.8% 0.133 3.0% 68% False False 43,963
80 5.361 3.853 1.508 34.2% 0.127 2.9% 37% False False 37,110
100 5.593 3.853 1.740 39.4% 0.125 2.8% 32% False False 32,702
120 5.949 3.853 2.096 47.5% 0.128 2.9% 27% False False 29,387
Crabel Price Patterns
NR False
NR4 False
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 0.045
Fibonacci Retracements and Extensions
4.250 5.147
2.618 4.881
1.618 4.718
1.000 4.617
0.618 4.555
HIGH 4.454
0.618 4.392
0.500 4.373
0.382 4.353
LOW 4.291
0.618 4.190
1.000 4.128
1.618 4.027
2.618 3.864
4.250 3.598
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 4.401 4.377
PP 4.387 4.339
S1 4.373 4.301

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

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