NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 4.388 4.388 0.000 0.0% 4.325
High 4.515 4.482 -0.033 -0.7% 4.515
Low 4.333 4.352 0.019 0.4% 4.285
Close 4.388 4.399 0.011 0.3% 4.399
Range 0.182 0.130 -0.052 -28.6% 0.230
ATR 0.162 0.159 -0.002 -1.4% 0.000
Volume 95,899 117,367 21,468 22.4% 397,919
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.801 4.730 4.471
R3 4.671 4.600 4.435
R2 4.541 4.541 4.423
R1 4.470 4.470 4.411 4.506
PP 4.411 4.411 4.411 4.429
S1 4.340 4.340 4.387 4.376
S2 4.281 4.281 4.375
S3 4.151 4.210 4.363
S4 4.021 4.080 4.328
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.090 4.974 4.526
R3 4.860 4.744 4.462
R2 4.630 4.630 4.441
R1 4.514 4.514 4.420 4.572
PP 4.400 4.400 4.400 4.429
S1 4.284 4.284 4.378 4.342
S2 4.170 4.170 4.357
S3 3.940 4.054 4.336
S4 3.710 3.824 4.273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.515 4.148 0.367 8.3% 0.164 3.7% 68% False False 97,934
10 4.515 3.853 0.662 15.0% 0.172 3.9% 82% False False 90,375
20 4.515 3.853 0.662 15.0% 0.174 3.9% 82% False False 75,668
40 4.515 3.853 0.662 15.0% 0.141 3.2% 82% False False 59,161
60 4.681 3.853 0.828 18.8% 0.134 3.1% 66% False False 46,943
80 5.350 3.853 1.497 34.0% 0.128 2.9% 36% False False 39,335
100 5.468 3.853 1.615 36.7% 0.126 2.9% 34% False False 34,632
120 5.949 3.853 2.096 47.6% 0.128 2.9% 26% False False 30,902
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.035
2.618 4.822
1.618 4.692
1.000 4.612
0.618 4.562
HIGH 4.482
0.618 4.432
0.500 4.417
0.382 4.402
LOW 4.352
0.618 4.272
1.000 4.222
1.618 4.142
2.618 4.012
4.250 3.800
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 4.417 4.403
PP 4.411 4.402
S1 4.405 4.400

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

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