NYMEX Natural Gas Future June 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 4.467 4.423 -0.044 -1.0% 4.349
High 4.470 4.465 -0.005 -0.1% 4.470
Low 4.370 4.208 -0.162 -3.7% 4.298
Close 4.403 4.256 -0.147 -3.3% 4.403
Range 0.100 0.257 0.157 157.0% 0.172
ATR 0.119 0.129 0.010 8.2% 0.000
Volume 1,924 650 -1,274 -66.2% 9,639
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.081 4.925 4.397
R3 4.824 4.668 4.327
R2 4.567 4.567 4.303
R1 4.411 4.411 4.280 4.361
PP 4.310 4.310 4.310 4.284
S1 4.154 4.154 4.232 4.104
S2 4.053 4.053 4.209
S3 3.796 3.897 4.185
S4 3.539 3.640 4.115
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.906 4.827 4.498
R3 4.734 4.655 4.450
R2 4.562 4.562 4.435
R1 4.483 4.483 4.419 4.523
PP 4.390 4.390 4.390 4.410
S1 4.311 4.311 4.387 4.351
S2 4.218 4.218 4.371
S3 4.046 4.139 4.356
S4 3.874 3.967 4.308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 4.208 0.262 6.2% 0.145 3.4% 18% False True 2,057
10 4.470 3.980 0.490 11.5% 0.140 3.3% 56% False False 2,301
20 4.470 3.980 0.490 11.5% 0.134 3.1% 56% False False 2,193
40 4.470 3.942 0.528 12.4% 0.110 2.6% 59% False False 1,840
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 0.033
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 5.557
2.618 5.138
1.618 4.881
1.000 4.722
0.618 4.624
HIGH 4.465
0.618 4.367
0.500 4.337
0.382 4.306
LOW 4.208
0.618 4.049
1.000 3.951
1.618 3.792
2.618 3.535
4.250 3.116
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 4.337 4.339
PP 4.310 4.311
S1 4.283 4.284

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

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