NYMEX Natural Gas Future February 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 4.425 4.410 -0.015 -0.3% 4.005
High 4.455 4.512 0.057 1.3% 4.330
Low 4.303 4.345 0.042 1.0% 3.913
Close 4.421 4.394 -0.027 -0.6% 4.320
Range 0.152 0.167 0.015 9.9% 0.417
ATR 0.149 0.150 0.001 0.9% 0.000
Volume 27,630 24,068 -3,562 -12.9% 90,620
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.918 4.823 4.486
R3 4.751 4.656 4.440
R2 4.584 4.584 4.425
R1 4.489 4.489 4.409 4.453
PP 4.417 4.417 4.417 4.399
S1 4.322 4.322 4.379 4.286
S2 4.250 4.250 4.363
S3 4.083 4.155 4.348
S4 3.916 3.988 4.302
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.439 5.296 4.549
R3 5.022 4.879 4.435
R2 4.605 4.605 4.396
R1 4.462 4.462 4.358 4.534
PP 4.188 4.188 4.188 4.223
S1 4.045 4.045 4.282 4.117
S2 3.771 3.771 4.244
S3 3.354 3.628 4.205
S4 2.937 3.211 4.091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.512 4.046 0.466 10.6% 0.166 3.8% 75% True False 24,438
10 4.512 3.913 0.599 13.6% 0.166 3.8% 80% True False 21,574
20 4.512 3.913 0.599 13.6% 0.166 3.8% 80% True False 22,306
40 4.512 3.894 0.618 14.1% 0.132 3.0% 81% True False 17,779
60 4.678 3.894 0.784 17.8% 0.123 2.8% 64% False False 13,584
80 5.280 3.894 1.386 31.5% 0.117 2.7% 36% False False 10,962
100 5.469 3.894 1.575 35.8% 0.115 2.6% 32% False False 9,195
120 5.861 3.894 1.967 44.8% 0.116 2.6% 25% False False 8,019
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 0.039
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.222
2.618 4.949
1.618 4.782
1.000 4.679
0.618 4.615
HIGH 4.512
0.618 4.448
0.500 4.429
0.382 4.409
LOW 4.345
0.618 4.242
1.000 4.178
1.618 4.075
2.618 3.908
4.250 3.635
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 4.429 4.402
PP 4.417 4.399
S1 4.406 4.397

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

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