NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 4.410 4.422 0.012 0.3% 4.320
High 4.512 4.466 -0.046 -1.0% 4.512
Low 4.345 4.368 0.023 0.5% 4.292
Close 4.394 4.412 0.018 0.4% 4.412
Range 0.167 0.098 -0.069 -41.3% 0.220
ATR 0.150 0.146 -0.004 -2.5% 0.000
Volume 24,068 26,259 2,191 9.1% 101,570
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.709 4.659 4.466
R3 4.611 4.561 4.439
R2 4.513 4.513 4.430
R1 4.463 4.463 4.421 4.439
PP 4.415 4.415 4.415 4.404
S1 4.365 4.365 4.403 4.341
S2 4.317 4.317 4.394
S3 4.219 4.267 4.385
S4 4.121 4.169 4.358
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.065 4.959 4.533
R3 4.845 4.739 4.473
R2 4.625 4.625 4.452
R1 4.519 4.519 4.432 4.572
PP 4.405 4.405 4.405 4.432
S1 4.299 4.299 4.392 4.352
S2 4.185 4.185 4.372
S3 3.965 4.079 4.352
S4 3.745 3.859 4.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.512 4.153 0.359 8.1% 0.149 3.4% 72% False False 25,345
10 4.512 3.913 0.599 13.6% 0.156 3.5% 83% False False 21,646
20 4.512 3.913 0.599 13.6% 0.159 3.6% 83% False False 23,219
40 4.512 3.894 0.618 14.0% 0.131 3.0% 84% False False 18,292
60 4.678 3.894 0.784 17.8% 0.123 2.8% 66% False False 13,924
80 5.280 3.894 1.386 31.4% 0.117 2.7% 37% False False 11,259
100 5.434 3.894 1.540 34.9% 0.115 2.6% 34% False False 9,447
120 5.861 3.894 1.967 44.6% 0.116 2.6% 26% False False 8,223
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.883
2.618 4.723
1.618 4.625
1.000 4.564
0.618 4.527
HIGH 4.466
0.618 4.429
0.500 4.417
0.382 4.405
LOW 4.368
0.618 4.307
1.000 4.270
1.618 4.209
2.618 4.111
4.250 3.952
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 4.417 4.411
PP 4.415 4.409
S1 4.414 4.408

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

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