NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 4.300 4.276 -0.024 -0.6% 4.298
High 4.347 4.291 -0.056 -1.3% 4.300
Low 4.193 4.126 -0.067 -1.6% 4.000
Close 4.225 4.129 -0.096 -2.3% 4.139
Range 0.154 0.165 0.011 7.1% 0.300
ATR 0.111 0.115 0.004 3.4% 0.000
Volume 7,794 7,553 -241 -3.1% 20,734
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.677 4.568 4.220
R3 4.512 4.403 4.174
R2 4.347 4.347 4.159
R1 4.238 4.238 4.144 4.210
PP 4.182 4.182 4.182 4.168
S1 4.073 4.073 4.114 4.045
S2 4.017 4.017 4.099
S3 3.852 3.908 4.084
S4 3.687 3.743 4.038
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 4.070 0.277 6.7% 0.126 3.0% 21% False False 6,874
10 4.347 4.000 0.347 8.4% 0.134 3.2% 37% False False 5,346
20 4.347 3.882 0.465 11.3% 0.115 2.8% 53% False False 3,952
40 4.490 3.882 0.608 14.7% 0.094 2.3% 41% False False 3,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.992
2.618 4.723
1.618 4.558
1.000 4.456
0.618 4.393
HIGH 4.291
0.618 4.228
0.500 4.209
0.382 4.189
LOW 4.126
0.618 4.024
1.000 3.961
1.618 3.859
2.618 3.694
4.250 3.425
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 4.209 4.237
PP 4.182 4.201
S1 4.156 4.165

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

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