NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 4.350 4.329 -0.021 -0.5% 3.950
High 4.359 4.403 0.044 1.0% 4.249
Low 4.231 4.260 0.029 0.7% 3.879
Close 4.327 4.308 -0.019 -0.4% 4.236
Range 0.128 0.143 0.015 11.7% 0.370
ATR 0.132 0.133 0.001 0.6% 0.000
Volume 19,984 18,962 -1,022 -5.1% 74,861
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.753 4.673 4.387
R3 4.610 4.530 4.347
R2 4.467 4.467 4.334
R1 4.387 4.387 4.321 4.356
PP 4.324 4.324 4.324 4.308
S1 4.244 4.244 4.295 4.213
S2 4.181 4.181 4.282
S3 4.038 4.101 4.269
S4 3.895 3.958 4.229
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 4.403 4.005 0.398 9.2% 0.144 3.3% 76% True False 18,856
10 4.403 3.879 0.524 12.2% 0.146 3.4% 82% True False 17,378
20 4.403 3.879 0.524 12.2% 0.148 3.4% 82% True False 17,471
40 4.403 3.848 0.555 12.9% 0.117 2.7% 83% True False 13,685
60 4.530 3.848 0.682 15.8% 0.109 2.5% 67% False False 11,487
80 5.034 3.848 1.186 27.5% 0.103 2.4% 39% False False 9,896
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 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.011
2.618 4.777
1.618 4.634
1.000 4.546
0.618 4.491
HIGH 4.403
0.618 4.348
0.500 4.332
0.382 4.315
LOW 4.260
0.618 4.172
1.000 4.117
1.618 4.029
2.618 3.886
4.250 3.652
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 4.332 4.311
PP 4.324 4.310
S1 4.316 4.309

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

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