NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 4.329 4.359 0.030 0.7% 4.261
High 4.403 4.389 -0.014 -0.3% 4.403
Low 4.260 4.291 0.031 0.7% 4.218
Close 4.308 4.332 0.024 0.6% 4.332
Range 0.143 0.098 -0.045 -31.5% 0.185
ATR 0.133 0.131 -0.003 -1.9% 0.000
Volume 18,962 22,275 3,313 17.5% 80,836
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.631 4.580 4.386
R3 4.533 4.482 4.359
R2 4.435 4.435 4.350
R1 4.384 4.384 4.341 4.361
PP 4.337 4.337 4.337 4.326
S1 4.286 4.286 4.323 4.263
S2 4.239 4.239 4.314
S3 4.141 4.188 4.305
S4 4.043 4.090 4.278
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.873 4.787 4.434
R3 4.688 4.602 4.383
R2 4.503 4.503 4.366
R1 4.417 4.417 4.349 4.460
PP 4.318 4.318 4.318 4.339
S1 4.232 4.232 4.315 4.275
S2 4.133 4.133 4.298
S3 3.948 4.047 4.281
S4 3.763 3.862 4.230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.403 4.091 0.312 7.2% 0.132 3.0% 77% False False 19,435
10 4.403 3.879 0.524 12.1% 0.139 3.2% 86% False False 17,586
20 4.403 3.879 0.524 12.1% 0.142 3.3% 86% False False 18,067
40 4.403 3.848 0.555 12.8% 0.117 2.7% 87% False False 14,042
60 4.530 3.848 0.682 15.7% 0.109 2.5% 71% False False 11,747
80 5.034 3.848 1.186 27.4% 0.104 2.4% 41% False False 10,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.806
2.618 4.646
1.618 4.548
1.000 4.487
0.618 4.450
HIGH 4.389
0.618 4.352
0.500 4.340
0.382 4.328
LOW 4.291
0.618 4.230
1.000 4.193
1.618 4.132
2.618 4.034
4.250 3.875
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 4.340 4.327
PP 4.337 4.322
S1 4.335 4.317

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

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