NYMEX Natural Gas Future January 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 4.255 4.120 -0.135 -3.2% 4.174
High 4.321 4.133 -0.188 -4.4% 4.411
Low 4.108 3.974 -0.134 -3.3% 3.974
Close 4.111 3.982 -0.129 -3.1% 3.982
Range 0.213 0.159 -0.054 -25.4% 0.437
ATR 0.148 0.148 0.001 0.6% 0.000
Volume 98,789 97,822 -967 -1.0% 413,434
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.507 4.403 4.069
R3 4.348 4.244 4.026
R2 4.189 4.189 4.011
R1 4.085 4.085 3.997 4.058
PP 4.030 4.030 4.030 4.016
S1 3.926 3.926 3.967 3.899
S2 3.871 3.871 3.953
S3 3.712 3.767 3.938
S4 3.553 3.608 3.895
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.433 5.145 4.222
R3 4.996 4.708 4.102
R2 4.559 4.559 4.062
R1 4.271 4.271 4.022 4.197
PP 4.122 4.122 4.122 4.085
S1 3.834 3.834 3.942 3.760
S2 3.685 3.685 3.902
S3 3.248 3.397 3.862
S4 2.811 2.960 3.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.411 3.974 0.437 11.0% 0.175 4.4% 2% False True 82,686
10 4.411 3.974 0.437 11.0% 0.171 4.3% 2% False True 65,704
20 4.411 3.868 0.543 13.6% 0.150 3.8% 21% False False 49,833
40 4.616 3.868 0.748 18.8% 0.129 3.2% 15% False False 43,561
60 4.819 3.868 0.951 23.9% 0.123 3.1% 12% False False 35,937
80 5.468 3.868 1.600 40.2% 0.122 3.1% 7% False False 31,172
100 5.750 3.868 1.882 47.3% 0.123 3.1% 6% False False 27,589
120 5.949 3.868 2.081 52.3% 0.126 3.2% 5% False False 25,067
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 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.809
2.618 4.549
1.618 4.390
1.000 4.292
0.618 4.231
HIGH 4.133
0.618 4.072
0.500 4.054
0.382 4.035
LOW 3.974
0.618 3.876
1.000 3.815
1.618 3.717
2.618 3.558
4.250 3.298
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 4.054 4.193
PP 4.030 4.122
S1 4.006 4.052

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

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