NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 4.315 4.300 -0.015 -0.3% 4.298
High 4.328 4.347 0.019 0.4% 4.300
Low 4.217 4.193 -0.024 -0.6% 4.000
Close 4.324 4.225 -0.099 -2.3% 4.139
Range 0.111 0.154 0.043 38.7% 0.300
ATR 0.108 0.111 0.003 3.0% 0.000
Volume 9,605 7,794 -1,811 -18.9% 20,734
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.717 4.625 4.310
R3 4.563 4.471 4.267
R2 4.409 4.409 4.253
R1 4.317 4.317 4.239 4.286
PP 4.255 4.255 4.255 4.240
S1 4.163 4.163 4.211 4.132
S2 4.101 4.101 4.197
S3 3.947 4.009 4.183
S4 3.793 3.855 4.140
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.046 4.893 4.304
R3 4.746 4.593 4.222
R2 4.446 4.446 4.194
R1 4.293 4.293 4.167 4.220
PP 4.146 4.146 4.146 4.110
S1 3.993 3.993 4.112 3.920
S2 3.846 3.846 4.084
S3 3.546 3.693 4.057
S4 3.246 3.393 3.974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.347 4.000 0.347 8.2% 0.118 2.8% 65% True False 5,788
10 4.347 3.944 0.403 9.5% 0.138 3.3% 70% True False 4,818
20 4.347 3.882 0.465 11.0% 0.111 2.6% 74% True False 3,785
40 4.531 3.882 0.649 15.4% 0.095 2.2% 53% False False 3,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.002
2.618 4.750
1.618 4.596
1.000 4.501
0.618 4.442
HIGH 4.347
0.618 4.288
0.500 4.270
0.382 4.252
LOW 4.193
0.618 4.098
1.000 4.039
1.618 3.944
2.618 3.790
4.250 3.539
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 4.270 4.248
PP 4.255 4.240
S1 4.240 4.233

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

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