NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 4.045 4.005 -0.040 -1.0% 4.219
High 4.098 4.195 0.097 2.4% 4.406
Low 3.977 3.983 0.006 0.2% 3.995
Close 4.001 4.187 0.186 4.6% 4.001
Range 0.121 0.212 0.091 75.2% 0.411
ATR 0.138 0.143 0.005 3.8% 0.000
Volume 15,981 12,859 -3,122 -19.5% 135,903
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.758 4.684 4.304
R3 4.546 4.472 4.245
R2 4.334 4.334 4.226
R1 4.260 4.260 4.206 4.297
PP 4.122 4.122 4.122 4.140
S1 4.048 4.048 4.168 4.085
S2 3.910 3.910 4.148
S3 3.698 3.836 4.129
S4 3.486 3.624 4.070
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.367 5.095 4.227
R3 4.956 4.684 4.114
R2 4.545 4.545 4.076
R1 4.273 4.273 4.039 4.204
PP 4.134 4.134 4.134 4.099
S1 3.862 3.862 3.963 3.793
S2 3.723 3.723 3.926
S3 3.312 3.451 3.888
S4 2.901 3.040 3.775
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.329 3.913 0.416 9.9% 0.165 3.9% 66% False False 18,710
10 4.406 3.913 0.493 11.8% 0.152 3.6% 56% False False 23,210
20 4.407 3.894 0.513 12.3% 0.156 3.7% 57% False False 18,719
40 4.600 3.894 0.706 16.9% 0.123 2.9% 42% False False 15,288
60 4.678 3.894 0.784 18.7% 0.118 2.8% 37% False False 11,892
80 5.434 3.894 1.540 36.8% 0.115 2.7% 19% False False 9,646
100 5.570 3.894 1.676 40.0% 0.114 2.7% 17% False False 8,076
120 5.861 3.894 1.967 47.0% 0.116 2.8% 15% False False 7,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.096
2.618 4.750
1.618 4.538
1.000 4.407
0.618 4.326
HIGH 4.195
0.618 4.114
0.500 4.089
0.382 4.064
LOW 3.983
0.618 3.852
1.000 3.771
1.618 3.640
2.618 3.428
4.250 3.082
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 4.154 4.143
PP 4.122 4.098
S1 4.089 4.054

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

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