NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 4.415 4.388 -0.027 -0.6% 3.960
High 4.454 4.515 0.061 1.4% 4.332
Low 4.291 4.333 0.042 1.0% 3.853
Close 4.415 4.388 -0.027 -0.6% 4.324
Range 0.163 0.182 0.019 11.7% 0.479
ATR 0.160 0.162 0.002 1.0% 0.000
Volume 99,105 95,899 -3,206 -3.2% 408,009
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.958 4.855 4.488
R3 4.776 4.673 4.438
R2 4.594 4.594 4.421
R1 4.491 4.491 4.405 4.479
PP 4.412 4.412 4.412 4.406
S1 4.309 4.309 4.371 4.297
S2 4.230 4.230 4.355
S3 4.048 4.127 4.338
S4 3.866 3.945 4.288
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.607 5.444 4.587
R3 5.128 4.965 4.456
R2 4.649 4.649 4.412
R1 4.486 4.486 4.368 4.568
PP 4.170 4.170 4.170 4.210
S1 4.007 4.007 4.280 4.089
S2 3.691 3.691 4.236
S3 3.212 3.528 4.192
S4 2.733 3.049 4.061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.515 4.035 0.480 10.9% 0.177 4.0% 74% True False 89,243
10 4.515 3.853 0.662 15.1% 0.180 4.1% 81% True False 88,517
20 4.515 3.853 0.662 15.1% 0.180 4.1% 81% True False 71,233
40 4.515 3.853 0.662 15.1% 0.142 3.2% 81% True False 56,635
60 4.681 3.853 0.828 18.9% 0.134 3.1% 65% False False 45,342
80 5.350 3.853 1.497 34.1% 0.127 2.9% 36% False False 38,078
100 5.519 3.853 1.666 38.0% 0.126 2.9% 32% False False 33,556
120 5.949 3.853 2.096 47.8% 0.128 2.9% 26% False False 30,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.289
2.618 4.991
1.618 4.809
1.000 4.697
0.618 4.627
HIGH 4.515
0.618 4.445
0.500 4.424
0.382 4.403
LOW 4.333
0.618 4.221
1.000 4.151
1.618 4.039
2.618 3.857
4.250 3.560
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 4.424 4.400
PP 4.412 4.396
S1 4.400 4.392

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

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