NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 4.222 4.310 0.088 2.1% 4.320
High 4.330 4.383 0.053 1.2% 4.512
Low 4.181 4.209 0.028 0.7% 4.292
Close 4.279 4.350 0.071 1.7% 4.412
Range 0.149 0.174 0.025 16.8% 0.220
ATR 0.155 0.156 0.001 0.9% 0.000
Volume 26,076 33,397 7,321 28.1% 101,570
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.836 4.767 4.446
R3 4.662 4.593 4.398
R2 4.488 4.488 4.382
R1 4.419 4.419 4.366 4.454
PP 4.314 4.314 4.314 4.331
S1 4.245 4.245 4.334 4.280
S2 4.140 4.140 4.318
S3 3.966 4.071 4.302
S4 3.792 3.897 4.254
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 4.500 4.150 0.350 8.0% 0.170 3.9% 57% False False 25,384
10 4.512 4.046 0.466 10.7% 0.168 3.9% 65% False False 24,911
20 4.512 3.913 0.599 13.8% 0.160 3.7% 73% False False 24,061
40 4.512 3.894 0.618 14.2% 0.142 3.3% 74% False False 19,468
60 4.678 3.894 0.784 18.0% 0.128 2.9% 58% False False 15,272
80 5.003 3.894 1.109 25.5% 0.121 2.8% 41% False False 12,373
100 5.434 3.894 1.540 35.4% 0.118 2.7% 30% False False 10,384
120 5.861 3.894 1.967 45.2% 0.119 2.7% 23% False False 8,990
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 0.051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.123
2.618 4.839
1.618 4.665
1.000 4.557
0.618 4.491
HIGH 4.383
0.618 4.317
0.500 4.296
0.382 4.275
LOW 4.209
0.618 4.101
1.000 4.035
1.618 3.927
2.618 3.753
4.250 3.470
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 4.332 4.322
PP 4.314 4.294
S1 4.296 4.267

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

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