NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 3.981 4.163 0.182 4.6% 4.179
High 4.176 4.194 0.018 0.4% 4.347
Low 3.981 4.041 0.060 1.5% 4.005
Close 4.168 4.161 -0.007 -0.2% 4.008
Range 0.195 0.153 -0.042 -21.5% 0.342
ATR 0.121 0.123 0.002 1.9% 0.000
Volume 4,456 6,514 2,058 46.2% 36,417
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.591 4.529 4.245
R3 4.438 4.376 4.203
R2 4.285 4.285 4.189
R1 4.223 4.223 4.175 4.178
PP 4.132 4.132 4.132 4.109
S1 4.070 4.070 4.147 4.025
S2 3.979 3.979 4.133
S3 3.826 3.917 4.119
S4 3.673 3.764 4.077
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.146 4.919 4.196
R3 4.804 4.577 4.102
R2 4.462 4.462 4.071
R1 4.235 4.235 4.039 4.178
PP 4.120 4.120 4.120 4.091
S1 3.893 3.893 3.977 3.836
S2 3.778 3.778 3.945
S3 3.436 3.551 3.914
S4 3.094 3.209 3.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.194 3.919 0.275 6.6% 0.140 3.4% 88% True False 5,476
10 4.347 3.919 0.428 10.3% 0.133 3.2% 57% False False 6,175
20 4.347 3.882 0.465 11.2% 0.133 3.2% 60% False False 4,710
40 4.401 3.882 0.519 12.5% 0.101 2.4% 54% False False 3,652
60 4.541 3.882 0.659 15.8% 0.097 2.3% 42% False False 3,205
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.844
2.618 4.595
1.618 4.442
1.000 4.347
0.618 4.289
HIGH 4.194
0.618 4.136
0.500 4.118
0.382 4.099
LOW 4.041
0.618 3.946
1.000 3.888
1.618 3.793
2.618 3.640
4.250 3.391
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 4.147 4.136
PP 4.132 4.111
S1 4.118 4.086

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

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