NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 4.219 4.051 -0.168 -4.0% 4.120
High 4.255 4.093 -0.162 -3.8% 4.323
Low 4.088 3.962 -0.126 -3.1% 3.962
Close 4.091 3.969 -0.122 -3.0% 3.969
Range 0.167 0.131 -0.036 -21.6% 0.361
ATR 0.123 0.124 0.001 0.4% 0.000
Volume 20,190 20,168 -22 -0.1% 100,597
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.401 4.316 4.041
R3 4.270 4.185 4.005
R2 4.139 4.139 3.993
R1 4.054 4.054 3.981 4.031
PP 4.008 4.008 4.008 3.997
S1 3.923 3.923 3.957 3.900
S2 3.877 3.877 3.945
S3 3.746 3.792 3.933
S4 3.615 3.661 3.897
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.168 4.929 4.168
R3 4.807 4.568 4.068
R2 4.446 4.446 4.035
R1 4.207 4.207 4.002 4.146
PP 4.085 4.085 4.085 4.054
S1 3.846 3.846 3.936 3.785
S2 3.724 3.724 3.903
S3 3.363 3.485 3.870
S4 3.002 3.124 3.770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.323 3.962 0.361 9.1% 0.145 3.7% 2% False True 20,119
10 4.323 3.962 0.361 9.1% 0.142 3.6% 2% False True 18,734
20 4.323 3.848 0.475 12.0% 0.127 3.2% 25% False False 14,690
40 4.435 3.848 0.587 14.8% 0.106 2.7% 21% False False 11,707
60 4.590 3.848 0.742 18.7% 0.100 2.5% 16% False False 10,071
80 5.116 3.848 1.268 31.9% 0.098 2.5% 10% False False 8,717
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.650
2.618 4.436
1.618 4.305
1.000 4.224
0.618 4.174
HIGH 4.093
0.618 4.043
0.500 4.028
0.382 4.012
LOW 3.962
0.618 3.881
1.000 3.831
1.618 3.750
2.618 3.619
4.250 3.405
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 4.028 4.143
PP 4.008 4.085
S1 3.989 4.027

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

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