NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 4.120 4.254 0.134 3.3% 4.224
High 4.245 4.309 0.064 1.5% 4.294
Low 4.113 4.179 0.066 1.6% 3.964
Close 4.219 4.293 0.074 1.8% 4.112
Range 0.132 0.130 -0.002 -1.5% 0.330
ATR 0.116 0.117 0.001 0.9% 0.000
Volume 19,141 20,072 931 4.9% 86,745
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.650 4.602 4.365
R3 4.520 4.472 4.329
R2 4.390 4.390 4.317
R1 4.342 4.342 4.305 4.366
PP 4.260 4.260 4.260 4.273
S1 4.212 4.212 4.281 4.236
S2 4.130 4.130 4.269
S3 4.000 4.082 4.257
S4 3.870 3.952 4.222
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.113 4.943 4.294
R3 4.783 4.613 4.203
R2 4.453 4.453 4.173
R1 4.283 4.283 4.142 4.203
PP 4.123 4.123 4.123 4.084
S1 3.953 3.953 4.082 3.873
S2 3.793 3.793 4.052
S3 3.463 3.623 4.021
S4 3.133 3.293 3.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.309 3.964 0.345 8.0% 0.115 2.7% 95% True False 16,561
10 4.309 3.905 0.404 9.4% 0.142 3.3% 96% True False 16,835
20 4.309 3.848 0.461 10.7% 0.117 2.7% 97% True False 13,482
40 4.506 3.848 0.658 15.3% 0.103 2.4% 68% False False 10,857
60 4.750 3.848 0.902 21.0% 0.097 2.3% 49% False False 9,247
80 5.116 3.848 1.268 29.5% 0.096 2.2% 35% False False 8,049
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 4.862
2.618 4.649
1.618 4.519
1.000 4.439
0.618 4.389
HIGH 4.309
0.618 4.259
0.500 4.244
0.382 4.229
LOW 4.179
0.618 4.099
1.000 4.049
1.618 3.969
2.618 3.839
4.250 3.627
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 4.277 4.254
PP 4.260 4.215
S1 4.244 4.177

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

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