NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 4.373 4.396 0.023 0.5% 4.300
High 4.385 4.426 0.041 0.9% 4.419
Low 4.322 4.162 -0.160 -3.7% 4.247
Close 4.357 4.203 -0.154 -3.5% 4.357
Range 0.063 0.264 0.201 319.0% 0.172
ATR 0.120 0.130 0.010 8.6% 0.000
Volume 8,875 3,875 -5,000 -56.3% 23,789
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.056 4.893 4.348
R3 4.792 4.629 4.276
R2 4.528 4.528 4.251
R1 4.365 4.365 4.227 4.315
PP 4.264 4.264 4.264 4.238
S1 4.101 4.101 4.179 4.051
S2 4.000 4.000 4.155
S3 3.736 3.837 4.130
S4 3.472 3.573 4.058
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 4.426 4.162 0.264 6.3% 0.139 3.3% 16% True True 5,532
10 4.426 3.919 0.507 12.1% 0.140 3.3% 56% True False 5,197
20 4.426 3.919 0.507 12.1% 0.136 3.2% 56% True False 5,456
40 4.426 3.882 0.544 12.9% 0.111 2.7% 59% True False 4,143
60 4.541 3.882 0.659 15.7% 0.102 2.4% 49% False False 3,465
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 0.028
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 5.548
2.618 5.117
1.618 4.853
1.000 4.690
0.618 4.589
HIGH 4.426
0.618 4.325
0.500 4.294
0.382 4.263
LOW 4.162
0.618 3.999
1.000 3.898
1.618 3.735
2.618 3.471
4.250 3.040
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 4.294 4.294
PP 4.264 4.264
S1 4.233 4.233

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

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