NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 4.290 4.330 0.040 0.9% 4.233
High 4.357 4.367 0.010 0.2% 4.340
Low 4.209 4.191 -0.018 -0.4% 3.979
Close 4.333 4.219 -0.114 -2.6% 4.147
Range 0.148 0.176 0.028 18.9% 0.361
ATR 0.124 0.127 0.004 3.0% 0.000
Volume 27,382 27,826 444 1.6% 111,043
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.787 4.679 4.316
R3 4.611 4.503 4.267
R2 4.435 4.435 4.251
R1 4.327 4.327 4.235 4.293
PP 4.259 4.259 4.259 4.242
S1 4.151 4.151 4.203 4.117
S2 4.083 4.083 4.187
S3 3.907 3.975 4.171
S4 3.731 3.799 4.122
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.238 5.054 4.346
R3 4.877 4.693 4.246
R2 4.516 4.516 4.213
R1 4.332 4.332 4.180 4.244
PP 4.155 4.155 4.155 4.111
S1 3.971 3.971 4.114 3.883
S2 3.794 3.794 4.081
S3 3.433 3.610 4.048
S4 3.072 3.249 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.367 3.979 0.388 9.2% 0.133 3.2% 62% True False 25,682
10 4.367 3.920 0.447 10.6% 0.158 3.7% 67% True False 22,207
20 4.367 3.854 0.513 12.2% 0.128 3.0% 71% True False 16,906
40 4.580 3.854 0.726 17.2% 0.114 2.7% 50% False False 13,830
60 4.850 3.854 0.996 23.6% 0.108 2.6% 37% False False 11,669
80 5.327 3.854 1.473 34.9% 0.106 2.5% 25% False False 10,128
100 5.582 3.854 1.728 41.0% 0.107 2.5% 21% False False 9,038
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 0.056
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.115
2.618 4.828
1.618 4.652
1.000 4.543
0.618 4.476
HIGH 4.367
0.618 4.300
0.500 4.279
0.382 4.258
LOW 4.191
0.618 4.082
1.000 4.015
1.618 3.906
2.618 3.730
4.250 3.443
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 4.279 4.256
PP 4.259 4.243
S1 4.239 4.231

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

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