NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 4.320 4.425 0.105 2.4% 4.005
High 4.443 4.455 0.012 0.3% 4.330
Low 4.292 4.303 0.011 0.3% 3.913
Close 4.435 4.421 -0.014 -0.3% 4.320
Range 0.151 0.152 0.001 0.7% 0.417
ATR 0.148 0.149 0.000 0.2% 0.000
Volume 23,613 27,630 4,017 17.0% 90,620
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.849 4.787 4.505
R3 4.697 4.635 4.463
R2 4.545 4.545 4.449
R1 4.483 4.483 4.435 4.438
PP 4.393 4.393 4.393 4.371
S1 4.331 4.331 4.407 4.286
S2 4.241 4.241 4.393
S3 4.089 4.179 4.379
S4 3.937 4.027 4.337
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.439 5.296 4.549
R3 5.022 4.879 4.435
R2 4.605 4.605 4.396
R1 4.462 4.462 4.358 4.534
PP 4.188 4.188 4.188 4.223
S1 4.045 4.045 4.282 4.117
S2 3.771 3.771 4.244
S3 3.354 3.628 4.205
S4 2.937 3.211 4.091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.455 3.983 0.472 10.7% 0.175 4.0% 93% True False 22,197
10 4.455 3.913 0.542 12.3% 0.167 3.8% 94% True False 21,594
20 4.455 3.913 0.542 12.3% 0.163 3.7% 94% True False 21,664
40 4.455 3.894 0.561 12.7% 0.130 2.9% 94% True False 17,295
60 4.678 3.894 0.784 17.7% 0.122 2.8% 67% False False 13,251
80 5.327 3.894 1.433 32.4% 0.117 2.6% 37% False False 10,729
100 5.560 3.894 1.666 37.7% 0.115 2.6% 32% False False 8,970
120 5.861 3.894 1.967 44.5% 0.116 2.6% 27% False False 7,853
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.101
2.618 4.853
1.618 4.701
1.000 4.607
0.618 4.549
HIGH 4.455
0.618 4.397
0.500 4.379
0.382 4.361
LOW 4.303
0.618 4.209
1.000 4.151
1.618 4.057
2.618 3.905
4.250 3.657
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 4.407 4.382
PP 4.393 4.343
S1 4.379 4.304

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

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