NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 4.109 4.113 0.004 0.1% 4.284
High 4.159 4.186 0.027 0.6% 4.407
Low 4.019 4.103 0.084 2.1% 4.019
Close 4.117 4.180 0.063 1.5% 4.180
Range 0.140 0.083 -0.057 -40.7% 0.388
ATR 0.131 0.127 -0.003 -2.6% 0.000
Volume 16,917 35,552 18,635 110.2% 122,204
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.405 4.376 4.226
R3 4.322 4.293 4.203
R2 4.239 4.239 4.195
R1 4.210 4.210 4.188 4.225
PP 4.156 4.156 4.156 4.164
S1 4.127 4.127 4.172 4.142
S2 4.073 4.073 4.165
S3 3.990 4.044 4.157
S4 3.907 3.961 4.134
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.366 5.161 4.393
R3 4.978 4.773 4.287
R2 4.590 4.590 4.251
R1 4.385 4.385 4.216 4.294
PP 4.202 4.202 4.202 4.156
S1 3.997 3.997 4.144 3.906
S2 3.814 3.814 4.109
S3 3.426 3.609 4.073
S4 3.038 3.221 3.967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.407 4.019 0.388 9.3% 0.154 3.7% 41% False False 24,440
10 4.407 3.894 0.513 12.3% 0.153 3.7% 56% False False 17,277
20 4.407 3.894 0.513 12.3% 0.122 2.9% 56% False False 15,534
40 4.678 3.894 0.784 18.8% 0.113 2.7% 36% False False 11,804
60 5.003 3.894 1.109 26.5% 0.109 2.6% 26% False False 9,192
80 5.434 3.894 1.540 36.8% 0.107 2.6% 19% False False 7,551
100 5.850 3.894 1.956 46.8% 0.110 2.6% 15% False False 6,452
120 5.861 3.894 1.967 47.1% 0.112 2.7% 15% False False 5,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.057
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.539
2.618 4.403
1.618 4.320
1.000 4.269
0.618 4.237
HIGH 4.186
0.618 4.154
0.500 4.145
0.382 4.135
LOW 4.103
0.618 4.052
1.000 4.020
1.618 3.969
2.618 3.886
4.250 3.750
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 4.168 4.154
PP 4.156 4.128
S1 4.145 4.103

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

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