NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 4.005 4.045 0.040 1.0% 4.219
High 4.057 4.098 0.041 1.0% 4.406
Low 3.913 3.977 0.064 1.6% 3.995
Close 4.039 4.001 -0.038 -0.9% 4.001
Range 0.144 0.121 -0.023 -16.0% 0.411
ATR 0.139 0.138 -0.001 -0.9% 0.000
Volume 14,897 15,981 1,084 7.3% 135,903
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.388 4.316 4.068
R3 4.267 4.195 4.034
R2 4.146 4.146 4.023
R1 4.074 4.074 4.012 4.050
PP 4.025 4.025 4.025 4.013
S1 3.953 3.953 3.990 3.929
S2 3.904 3.904 3.979
S3 3.783 3.832 3.968
S4 3.662 3.711 3.934
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 3.913 0.493 12.3% 0.159 4.0% 18% False False 20,991
10 4.406 3.913 0.493 12.3% 0.140 3.5% 18% False False 24,577
20 4.407 3.894 0.513 12.8% 0.149 3.7% 21% False False 18,569
40 4.600 3.894 0.706 17.6% 0.120 3.0% 15% False False 15,119
60 4.678 3.894 0.784 19.6% 0.116 2.9% 14% False False 11,739
80 5.434 3.894 1.540 38.5% 0.113 2.8% 7% False False 9,498
100 5.639 3.894 1.745 43.6% 0.113 2.8% 6% False False 7,959
120 5.861 3.894 1.967 49.2% 0.115 2.9% 5% False False 6,973
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 0.036
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.612
2.618 4.415
1.618 4.294
1.000 4.219
0.618 4.173
HIGH 4.098
0.618 4.052
0.500 4.038
0.382 4.023
LOW 3.977
0.618 3.902
1.000 3.856
1.618 3.781
2.618 3.660
4.250 3.463
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 4.038 4.029
PP 4.025 4.019
S1 4.013 4.010

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

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