NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 4.261 4.350 0.089 2.1% 3.950
High 4.349 4.359 0.010 0.2% 4.249
Low 4.218 4.231 0.013 0.3% 3.879
Close 4.339 4.327 -0.012 -0.3% 4.236
Range 0.131 0.128 -0.003 -2.3% 0.370
ATR 0.133 0.132 0.000 -0.3% 0.000
Volume 19,615 19,984 369 1.9% 74,861
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.690 4.636 4.397
R3 4.562 4.508 4.362
R2 4.434 4.434 4.350
R1 4.380 4.380 4.339 4.343
PP 4.306 4.306 4.306 4.287
S1 4.252 4.252 4.315 4.215
S2 4.178 4.178 4.304
S3 4.050 4.124 4.292
S4 3.922 3.996 4.257
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 4.359 3.940 0.419 9.7% 0.156 3.6% 92% True False 17,348
10 4.359 3.879 0.480 11.1% 0.148 3.4% 93% True False 17,584
20 4.359 3.879 0.480 11.1% 0.145 3.4% 93% True False 17,210
40 4.359 3.848 0.511 11.8% 0.115 2.7% 94% True False 13,368
60 4.530 3.848 0.682 15.8% 0.108 2.5% 70% False False 11,298
80 5.037 3.848 1.189 27.5% 0.103 2.4% 40% False False 9,725
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.903
2.618 4.694
1.618 4.566
1.000 4.487
0.618 4.438
HIGH 4.359
0.618 4.310
0.500 4.295
0.382 4.280
LOW 4.231
0.618 4.152
1.000 4.103
1.618 4.024
2.618 3.896
4.250 3.687
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 4.316 4.293
PP 4.306 4.259
S1 4.295 4.225

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

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