NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 4.349 4.434 0.085 2.0% 4.050
High 4.415 4.438 0.023 0.5% 4.323
Low 4.298 4.312 0.014 0.3% 3.980
Close 4.413 4.398 -0.015 -0.3% 4.312
Range 0.117 0.126 0.009 7.7% 0.343
ATR 0.120 0.121 0.000 0.4% 0.000
Volume 2,468 2,481 13 0.5% 12,721
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.761 4.705 4.467
R3 4.635 4.579 4.433
R2 4.509 4.509 4.421
R1 4.453 4.453 4.410 4.418
PP 4.383 4.383 4.383 4.365
S1 4.327 4.327 4.386 4.292
S2 4.257 4.257 4.375
S3 4.131 4.201 4.363
S4 4.005 4.075 4.329
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.234 5.116 4.501
R3 4.891 4.773 4.406
R2 4.548 4.548 4.375
R1 4.430 4.430 4.343 4.489
PP 4.205 4.205 4.205 4.235
S1 4.087 4.087 4.281 4.146
S2 3.862 3.862 4.249
S3 3.519 3.744 4.218
S4 3.176 3.401 4.123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.438 4.039 0.399 9.1% 0.142 3.2% 90% True False 2,709
10 4.438 3.980 0.458 10.4% 0.134 3.1% 91% True False 2,342
20 4.438 3.980 0.458 10.4% 0.131 3.0% 91% True False 2,166
40 4.438 3.942 0.496 11.3% 0.103 2.4% 92% True False 1,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.974
2.618 4.768
1.618 4.642
1.000 4.564
0.618 4.516
HIGH 4.438
0.618 4.390
0.500 4.375
0.382 4.360
LOW 4.312
0.618 4.234
1.000 4.186
1.618 4.108
2.618 3.982
4.250 3.777
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 4.390 4.370
PP 4.383 4.342
S1 4.375 4.314

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

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