NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 4.370 4.200 -0.170 -3.9% 4.300
High 4.454 4.237 -0.217 -4.9% 4.454
Low 4.161 4.125 -0.036 -0.9% 4.255
Close 4.204 4.169 -0.035 -0.8% 4.374
Range 0.293 0.112 -0.181 -61.8% 0.199
ATR 0.149 0.146 -0.003 -1.8% 0.000
Volume 6,628 20,890 14,262 215.2% 91,793
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.513 4.453 4.231
R3 4.401 4.341 4.200
R2 4.289 4.289 4.190
R1 4.229 4.229 4.179 4.203
PP 4.177 4.177 4.177 4.164
S1 4.117 4.117 4.159 4.091
S2 4.065 4.065 4.148
S3 3.953 4.005 4.138
S4 3.841 3.893 4.107
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.958 4.865 4.483
R3 4.759 4.666 4.429
R2 4.560 4.560 4.410
R1 4.467 4.467 4.392 4.514
PP 4.361 4.361 4.361 4.384
S1 4.268 4.268 4.356 4.315
S2 4.162 4.162 4.338
S3 3.963 4.069 4.319
S4 3.764 3.870 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.454 4.125 0.329 7.9% 0.156 3.7% 13% False True 19,501
10 4.454 3.957 0.497 11.9% 0.158 3.8% 43% False False 19,497
20 4.454 3.890 0.564 13.5% 0.148 3.5% 49% False False 21,364
40 4.454 3.854 0.600 14.4% 0.131 3.1% 53% False False 17,324
60 4.613 3.854 0.759 18.2% 0.122 2.9% 42% False False 14,694
80 5.063 3.854 1.209 29.0% 0.115 2.8% 26% False False 12,445
100 5.327 3.854 1.473 35.3% 0.112 2.7% 21% False False 10,958
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.713
2.618 4.530
1.618 4.418
1.000 4.349
0.618 4.306
HIGH 4.237
0.618 4.194
0.500 4.181
0.382 4.168
LOW 4.125
0.618 4.056
1.000 4.013
1.618 3.944
2.618 3.832
4.250 3.649
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 4.181 4.290
PP 4.177 4.249
S1 4.173 4.209

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

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