NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 4.423 4.240 -0.183 -4.1% 4.349
High 4.465 4.276 -0.189 -4.2% 4.470
Low 4.208 4.180 -0.028 -0.7% 4.298
Close 4.256 4.227 -0.029 -0.7% 4.403
Range 0.257 0.096 -0.161 -62.6% 0.172
ATR 0.129 0.127 -0.002 -1.8% 0.000
Volume 650 3,796 3,146 484.0% 9,639
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.516 4.467 4.280
R3 4.420 4.371 4.253
R2 4.324 4.324 4.245
R1 4.275 4.275 4.236 4.252
PP 4.228 4.228 4.228 4.216
S1 4.179 4.179 4.218 4.156
S2 4.132 4.132 4.209
S3 4.036 4.083 4.201
S4 3.940 3.987 4.174
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 4.180 0.290 6.9% 0.141 3.3% 16% False True 2,323
10 4.470 4.033 0.437 10.3% 0.138 3.3% 44% False False 2,446
20 4.470 3.980 0.490 11.6% 0.128 3.0% 50% False False 2,187
40 4.470 3.942 0.528 12.5% 0.111 2.6% 54% False False 1,895
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.032
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.684
2.618 4.527
1.618 4.431
1.000 4.372
0.618 4.335
HIGH 4.276
0.618 4.239
0.500 4.228
0.382 4.217
LOW 4.180
0.618 4.121
1.000 4.084
1.618 4.025
2.618 3.929
4.250 3.772
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 4.228 4.325
PP 4.228 4.292
S1 4.227 4.260

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

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