NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 4.018 4.177 0.159 4.0% 4.174
High 4.198 4.226 0.028 0.7% 4.411
Low 3.976 4.035 0.059 1.5% 3.974
Close 4.190 4.183 -0.007 -0.2% 3.982
Range 0.222 0.191 -0.031 -14.0% 0.437
ATR 0.155 0.158 0.003 1.6% 0.000
Volume 52,544 73,914 21,370 40.7% 413,434
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.721 4.643 4.288
R3 4.530 4.452 4.236
R2 4.339 4.339 4.218
R1 4.261 4.261 4.201 4.300
PP 4.148 4.148 4.148 4.168
S1 4.070 4.070 4.165 4.109
S2 3.957 3.957 4.148
S3 3.766 3.879 4.130
S4 3.575 3.688 4.078
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 4.226 3.853 0.373 8.9% 0.179 4.3% 88% True False 82,816
10 4.411 3.853 0.558 13.3% 0.171 4.1% 59% False False 79,062
20 4.411 3.853 0.558 13.3% 0.169 4.0% 59% False False 59,239
40 4.550 3.853 0.697 16.7% 0.135 3.2% 47% False False 49,489
60 4.681 3.853 0.828 19.8% 0.130 3.1% 40% False False 40,365
80 5.468 3.853 1.615 38.6% 0.126 3.0% 20% False False 34,607
100 5.611 3.853 1.758 42.0% 0.125 3.0% 19% False False 30,408
120 5.949 3.853 2.096 50.1% 0.128 3.1% 16% False False 27,406
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.038
2.618 4.726
1.618 4.535
1.000 4.417
0.618 4.344
HIGH 4.226
0.618 4.153
0.500 4.131
0.382 4.108
LOW 4.035
0.618 3.917
1.000 3.844
1.618 3.726
2.618 3.535
4.250 3.223
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 4.166 4.154
PP 4.148 4.124
S1 4.131 4.095

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

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