NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 4.103 4.130 0.027 0.7% 3.950
High 4.164 4.249 0.085 2.0% 4.249
Low 4.005 4.091 0.086 2.1% 3.879
Close 4.127 4.236 0.109 2.6% 4.236
Range 0.159 0.158 -0.001 -0.6% 0.370
ATR 0.131 0.133 0.002 1.5% 0.000
Volume 19,380 16,340 -3,040 -15.7% 74,861
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.666 4.609 4.323
R3 4.508 4.451 4.279
R2 4.350 4.350 4.265
R1 4.293 4.293 4.250 4.322
PP 4.192 4.192 4.192 4.206
S1 4.135 4.135 4.222 4.164
S2 4.034 4.034 4.207
S3 3.876 3.977 4.193
S4 3.718 3.819 4.149
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.231 5.104 4.440
R3 4.861 4.734 4.338
R2 4.491 4.491 4.304
R1 4.364 4.364 4.270 4.428
PP 4.121 4.121 4.121 4.153
S1 3.994 3.994 4.202 4.058
S2 3.751 3.751 4.168
S3 3.381 3.624 4.134
S4 3.011 3.254 4.033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 3.879 0.370 8.7% 0.151 3.6% 96% True False 14,972
10 4.323 3.879 0.444 10.5% 0.148 3.5% 80% False False 17,545
20 4.323 3.848 0.475 11.2% 0.143 3.4% 82% False False 16,102
40 4.323 3.848 0.475 11.2% 0.113 2.7% 82% False False 12,738
60 4.530 3.848 0.682 16.1% 0.108 2.6% 57% False False 10,827
80 5.116 3.848 1.268 29.9% 0.103 2.4% 31% False False 9,382
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 0.038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.921
2.618 4.663
1.618 4.505
1.000 4.407
0.618 4.347
HIGH 4.249
0.618 4.189
0.500 4.170
0.382 4.151
LOW 4.091
0.618 3.993
1.000 3.933
1.618 3.835
2.618 3.677
4.250 3.420
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 4.214 4.189
PP 4.192 4.142
S1 4.170 4.095

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

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