NYMEX Natural Gas Future February 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 4.306 4.140 -0.166 -3.9% 4.219
High 4.329 4.144 -0.185 -4.3% 4.406
Low 4.129 3.995 -0.134 -3.2% 3.995
Close 4.131 4.001 -0.130 -3.1% 4.001
Range 0.200 0.149 -0.051 -25.5% 0.411
ATR 0.138 0.139 0.001 0.6% 0.000
Volume 25,543 24,271 -1,272 -5.0% 135,903
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.494 4.396 4.083
R3 4.345 4.247 4.042
R2 4.196 4.196 4.028
R1 4.098 4.098 4.015 4.073
PP 4.047 4.047 4.047 4.034
S1 3.949 3.949 3.987 3.924
S2 3.898 3.898 3.974
S3 3.749 3.800 3.960
S4 3.600 3.651 3.919
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.367 5.095 4.227
R3 4.956 4.684 4.114
R2 4.545 4.545 4.076
R1 4.273 4.273 4.039 4.204
PP 4.134 4.134 4.134 4.099
S1 3.862 3.862 3.963 3.793
S2 3.723 3.723 3.926
S3 3.312 3.451 3.888
S4 2.901 3.040 3.775
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.406 3.995 0.411 10.3% 0.163 4.1% 1% False True 27,180
10 4.407 3.995 0.412 10.3% 0.159 4.0% 1% False True 25,810
20 4.407 3.894 0.513 12.8% 0.141 3.5% 21% False False 18,089
40 4.600 3.894 0.706 17.6% 0.119 3.0% 15% False False 14,575
60 4.777 3.894 0.883 22.1% 0.113 2.8% 12% False False 11,299
80 5.434 3.894 1.540 38.5% 0.112 2.8% 7% False False 9,138
100 5.687 3.894 1.793 44.8% 0.112 2.8% 6% False False 7,678
120 5.861 3.894 1.967 49.2% 0.114 2.9% 5% False False 6,732
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 0.044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.777
2.618 4.534
1.618 4.385
1.000 4.293
0.618 4.236
HIGH 4.144
0.618 4.087
0.500 4.070
0.382 4.052
LOW 3.995
0.618 3.903
1.000 3.846
1.618 3.754
2.618 3.605
4.250 3.362
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 4.070 4.201
PP 4.047 4.134
S1 4.024 4.068

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

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