NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 4.388 4.398 0.010 0.2% 4.325
High 4.482 4.487 0.005 0.1% 4.515
Low 4.352 4.166 -0.186 -4.3% 4.285
Close 4.399 4.210 -0.189 -4.3% 4.399
Range 0.130 0.321 0.191 146.9% 0.230
ATR 0.159 0.171 0.012 7.2% 0.000
Volume 117,367 126,149 8,782 7.5% 397,919
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.251 5.051 4.387
R3 4.930 4.730 4.298
R2 4.609 4.609 4.269
R1 4.409 4.409 4.239 4.349
PP 4.288 4.288 4.288 4.257
S1 4.088 4.088 4.181 4.028
S2 3.967 3.967 4.151
S3 3.646 3.767 4.122
S4 3.325 3.446 4.033
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 4.166 0.349 8.3% 0.192 4.6% 13% False True 104,813
10 4.515 3.853 0.662 15.7% 0.188 4.5% 54% False False 93,207
20 4.515 3.853 0.662 15.7% 0.180 4.3% 54% False False 79,455
40 4.515 3.853 0.662 15.7% 0.147 3.5% 54% False False 61,729
60 4.681 3.853 0.828 19.7% 0.138 3.3% 43% False False 48,657
80 5.207 3.853 1.354 32.2% 0.130 3.1% 26% False False 40,742
100 5.468 3.853 1.615 38.4% 0.127 3.0% 22% False False 35,722
120 5.949 3.853 2.096 49.8% 0.129 3.1% 17% False False 31,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.851
2.618 5.327
1.618 5.006
1.000 4.808
0.618 4.685
HIGH 4.487
0.618 4.364
0.500 4.327
0.382 4.289
LOW 4.166
0.618 3.968
1.000 3.845
1.618 3.647
2.618 3.326
4.250 2.802
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 4.327 4.341
PP 4.288 4.297
S1 4.249 4.254

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

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