NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 4.219 4.196 -0.023 -0.5% 4.325
High 4.254 4.324 0.070 1.6% 4.515
Low 4.126 4.164 0.038 0.9% 4.285
Close 4.180 4.269 0.089 2.1% 4.399
Range 0.128 0.160 0.032 25.0% 0.230
ATR 0.168 0.167 -0.001 -0.3% 0.000
Volume 92,142 112,510 20,368 22.1% 397,919
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.732 4.661 4.357
R3 4.572 4.501 4.313
R2 4.412 4.412 4.298
R1 4.341 4.341 4.284 4.377
PP 4.252 4.252 4.252 4.270
S1 4.181 4.181 4.254 4.217
S2 4.092 4.092 4.240
S3 3.932 4.021 4.225
S4 3.772 3.861 4.181
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 9.1% 0.184 4.3% 37% False False 108,813
10 4.515 3.976 0.539 12.6% 0.184 4.3% 54% False False 94,692
20 4.515 3.853 0.662 15.5% 0.169 4.0% 63% False False 84,255
40 4.515 3.853 0.662 15.5% 0.151 3.5% 63% False False 65,506
60 4.681 3.853 0.828 19.4% 0.138 3.2% 50% False False 51,293
80 5.037 3.853 1.184 27.7% 0.130 3.0% 35% False False 42,811
100 5.468 3.853 1.615 37.8% 0.128 3.0% 26% False False 37,424
120 5.949 3.853 2.096 49.1% 0.130 3.0% 20% False False 33,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.004
2.618 4.743
1.618 4.583
1.000 4.484
0.618 4.423
HIGH 4.324
0.618 4.263
0.500 4.244
0.382 4.225
LOW 4.164
0.618 4.065
1.000 4.004
1.618 3.905
2.618 3.745
4.250 3.484
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 4.261 4.307
PP 4.252 4.294
S1 4.244 4.282

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

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