NYMEX Natural Gas Future January 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 4.316 4.385 0.069 1.6% 4.255
High 4.389 4.411 0.022 0.5% 4.402
Low 4.233 4.212 -0.021 -0.5% 3.998
Close 4.372 4.239 -0.133 -3.0% 4.176
Range 0.156 0.199 0.043 27.6% 0.404
ATR 0.138 0.143 0.004 3.1% 0.000
Volume 73,189 82,706 9,517 13.0% 243,608
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.884 4.761 4.348
R3 4.685 4.562 4.294
R2 4.486 4.486 4.275
R1 4.363 4.363 4.257 4.325
PP 4.287 4.287 4.287 4.269
S1 4.164 4.164 4.221 4.126
S2 4.088 4.088 4.203
S3 3.889 3.965 4.184
S4 3.690 3.766 4.130
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.404 5.194 4.398
R3 5.000 4.790 4.287
R2 4.596 4.596 4.250
R1 4.386 4.386 4.213 4.289
PP 4.192 4.192 4.192 4.144
S1 3.982 3.982 4.139 3.885
S2 3.788 3.788 4.102
S3 3.384 3.578 4.065
S4 2.980 3.174 3.954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.411 3.998 0.413 9.7% 0.149 3.5% 58% True False 61,408
10 4.411 3.916 0.495 11.7% 0.180 4.2% 65% True False 53,948
20 4.411 3.868 0.543 12.8% 0.143 3.4% 68% True False 45,773
40 4.641 3.868 0.773 18.2% 0.127 3.0% 48% False False 39,907
60 4.975 3.868 1.107 26.1% 0.121 2.9% 34% False False 33,025
80 5.468 3.868 1.600 37.7% 0.120 2.8% 23% False False 28,995
100 5.750 3.868 1.882 44.4% 0.122 2.9% 20% False False 25,852
120 5.949 3.868 2.081 49.1% 0.125 2.9% 18% False False 23,529
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 0.057
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.257
2.618 4.932
1.618 4.733
1.000 4.610
0.618 4.534
HIGH 4.411
0.618 4.335
0.500 4.312
0.382 4.288
LOW 4.212
0.618 4.089
1.000 4.013
1.618 3.890
2.618 3.691
4.250 3.366
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 4.312 4.291
PP 4.287 4.273
S1 4.263 4.256

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

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