NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 4.428 4.231 -0.197 -4.4% 4.320
High 4.500 4.270 -0.230 -5.1% 4.512
Low 4.192 4.150 -0.042 -1.0% 4.292
Close 4.234 4.199 -0.035 -0.8% 4.412
Range 0.308 0.120 -0.188 -61.0% 0.220
ATR 0.158 0.155 -0.003 -1.7% 0.000
Volume 9,659 31,529 21,870 226.4% 101,570
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.566 4.503 4.265
R3 4.446 4.383 4.232
R2 4.326 4.326 4.221
R1 4.263 4.263 4.210 4.235
PP 4.206 4.206 4.206 4.192
S1 4.143 4.143 4.188 4.115
S2 4.086 4.086 4.177
S3 3.966 4.023 4.166
S4 3.846 3.903 4.133
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.065 4.959 4.533
R3 4.845 4.739 4.473
R2 4.625 4.625 4.452
R1 4.519 4.519 4.432 4.572
PP 4.405 4.405 4.405 4.432
S1 4.299 4.299 4.392 4.352
S2 4.185 4.185 4.372
S3 3.965 4.079 4.352
S4 3.745 3.859 4.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.512 4.150 0.362 8.6% 0.169 4.0% 14% False True 23,829
10 4.512 3.977 0.535 12.7% 0.169 4.0% 41% False False 21,848
20 4.512 3.913 0.599 14.3% 0.156 3.7% 48% False False 23,369
40 4.512 3.894 0.618 14.7% 0.138 3.3% 49% False False 18,691
60 4.678 3.894 0.784 18.7% 0.127 3.0% 39% False False 14,388
80 5.147 3.894 1.253 29.8% 0.120 2.8% 24% False False 11,721
100 5.434 3.894 1.540 36.7% 0.117 2.8% 20% False False 9,815
120 5.861 3.894 1.967 46.8% 0.117 2.8% 16% False False 8,523
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 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.780
2.618 4.584
1.618 4.464
1.000 4.390
0.618 4.344
HIGH 4.270
0.618 4.224
0.500 4.210
0.382 4.196
LOW 4.150
0.618 4.076
1.000 4.030
1.618 3.956
2.618 3.836
4.250 3.640
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 4.210 4.325
PP 4.206 4.283
S1 4.203 4.241

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

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