NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 4.398 4.219 -0.179 -4.1% 4.325
High 4.487 4.254 -0.233 -5.2% 4.515
Low 4.166 4.126 -0.040 -1.0% 4.285
Close 4.210 4.180 -0.030 -0.7% 4.399
Range 0.321 0.128 -0.193 -60.1% 0.230
ATR 0.171 0.168 -0.003 -1.8% 0.000
Volume 126,149 92,142 -34,007 -27.0% 397,919
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.571 4.503 4.250
R3 4.443 4.375 4.215
R2 4.315 4.315 4.203
R1 4.247 4.247 4.192 4.217
PP 4.187 4.187 4.187 4.172
S1 4.119 4.119 4.168 4.089
S2 4.059 4.059 4.157
S3 3.931 3.991 4.145
S4 3.803 3.863 4.110
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 4.126 0.389 9.3% 0.185 4.4% 14% False True 106,132
10 4.515 3.964 0.551 13.2% 0.181 4.3% 39% False False 93,372
20 4.515 3.853 0.662 15.8% 0.170 4.1% 49% False False 81,131
40 4.515 3.853 0.662 15.8% 0.149 3.6% 49% False False 63,422
60 4.681 3.853 0.828 19.8% 0.138 3.3% 39% False False 49,752
80 5.182 3.853 1.329 31.8% 0.130 3.1% 25% False False 41,642
100 5.468 3.853 1.615 38.6% 0.127 3.0% 20% False False 36,437
120 5.949 3.853 2.096 50.1% 0.129 3.1% 16% False False 32,515
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.047
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.798
2.618 4.589
1.618 4.461
1.000 4.382
0.618 4.333
HIGH 4.254
0.618 4.205
0.500 4.190
0.382 4.175
LOW 4.126
0.618 4.047
1.000 3.998
1.618 3.919
2.618 3.791
4.250 3.582
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 4.190 4.307
PP 4.187 4.264
S1 4.183 4.222

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

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