NYMEX Natural Gas Future February 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 4.231 4.222 -0.009 -0.2% 4.320
High 4.270 4.330 0.060 1.4% 4.512
Low 4.150 4.181 0.031 0.7% 4.292
Close 4.199 4.279 0.080 1.9% 4.412
Range 0.120 0.149 0.029 24.2% 0.220
ATR 0.155 0.155 0.000 -0.3% 0.000
Volume 31,529 26,076 -5,453 -17.3% 101,570
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.710 4.644 4.361
R3 4.561 4.495 4.320
R2 4.412 4.412 4.306
R1 4.346 4.346 4.293 4.379
PP 4.263 4.263 4.263 4.280
S1 4.197 4.197 4.265 4.230
S2 4.114 4.114 4.252
S3 3.965 4.048 4.238
S4 3.816 3.899 4.197
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 4.150 0.362 8.5% 0.168 3.9% 36% False False 23,518
10 4.512 3.983 0.529 12.4% 0.172 4.0% 56% False False 22,857
20 4.512 3.913 0.599 14.0% 0.156 3.6% 61% False False 23,717
40 4.512 3.894 0.618 14.4% 0.141 3.3% 62% False False 18,936
60 4.678 3.894 0.784 18.3% 0.127 3.0% 49% False False 14,780
80 5.010 3.894 1.116 26.1% 0.119 2.8% 34% False False 12,010
100 5.434 3.894 1.540 36.0% 0.117 2.7% 25% False False 10,056
120 5.861 3.894 1.967 46.0% 0.118 2.8% 20% False False 8,719
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 4.963
2.618 4.720
1.618 4.571
1.000 4.479
0.618 4.422
HIGH 4.330
0.618 4.273
0.500 4.256
0.382 4.238
LOW 4.181
0.618 4.089
1.000 4.032
1.618 3.940
2.618 3.791
4.250 3.548
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 4.271 4.325
PP 4.263 4.310
S1 4.256 4.294

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

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