NYMEX Natural Gas Future May 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 4.367 4.373 0.006 0.1% 4.300
High 4.419 4.385 -0.034 -0.8% 4.419
Low 4.285 4.322 0.037 0.9% 4.247
Close 4.333 4.357 0.024 0.6% 4.357
Range 0.134 0.063 -0.071 -53.0% 0.172
ATR 0.124 0.120 -0.004 -3.5% 0.000
Volume 5,684 8,875 3,191 56.1% 23,789
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.544 4.513 4.392
R3 4.481 4.450 4.374
R2 4.418 4.418 4.369
R1 4.387 4.387 4.363 4.371
PP 4.355 4.355 4.355 4.347
S1 4.324 4.324 4.351 4.308
S2 4.292 4.292 4.345
S3 4.229 4.261 4.340
S4 4.166 4.198 4.322
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.857 4.779 4.452
R3 4.685 4.607 4.404
R2 4.513 4.513 4.389
R1 4.435 4.435 4.373 4.474
PP 4.341 4.341 4.341 4.361
S1 4.263 4.263 4.341 4.302
S2 4.169 4.169 4.325
S3 3.997 4.091 4.310
S4 3.825 3.919 4.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.419 4.135 0.284 6.5% 0.114 2.6% 78% False False 5,494
10 4.419 3.919 0.500 11.5% 0.127 2.9% 88% False False 5,485
20 4.419 3.919 0.500 11.5% 0.130 3.0% 88% False False 5,415
40 4.419 3.882 0.537 12.3% 0.106 2.4% 88% False False 4,120
60 4.541 3.882 0.659 15.1% 0.099 2.3% 72% False False 3,458
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 0.029
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4.653
2.618 4.550
1.618 4.487
1.000 4.448
0.618 4.424
HIGH 4.385
0.618 4.361
0.500 4.354
0.382 4.346
LOW 4.322
0.618 4.283
1.000 4.259
1.618 4.220
2.618 4.157
4.250 4.054
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 4.356 4.351
PP 4.355 4.345
S1 4.354 4.340

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

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