NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 4.182 4.300 0.118 2.8% 3.991
High 4.291 4.397 0.106 2.5% 4.291
Low 4.124 4.255 0.131 3.2% 3.890
Close 4.278 4.389 0.111 2.6% 4.278
Range 0.167 0.142 -0.025 -15.0% 0.401
ATR 0.141 0.141 0.000 0.0% 0.000
Volume 20,448 21,804 1,356 6.6% 90,471
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.773 4.723 4.467
R3 4.631 4.581 4.428
R2 4.489 4.489 4.415
R1 4.439 4.439 4.402 4.464
PP 4.347 4.347 4.347 4.360
S1 4.297 4.297 4.376 4.322
S2 4.205 4.205 4.363
S3 4.063 4.155 4.350
S4 3.921 4.013 4.311
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.218 4.499
R3 4.955 4.817 4.388
R2 4.554 4.554 4.352
R1 4.416 4.416 4.315 4.485
PP 4.153 4.153 4.153 4.188
S1 4.015 4.015 4.241 4.084
S2 3.752 3.752 4.204
S3 3.351 3.614 4.168
S4 2.950 3.213 4.057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.397 3.957 0.440 10.0% 0.159 3.6% 98% True False 19,493
10 4.397 3.890 0.507 11.6% 0.159 3.6% 98% True False 21,527
20 4.397 3.890 0.507 11.6% 0.152 3.5% 98% True False 20,309
40 4.397 3.854 0.543 12.4% 0.122 2.8% 99% True False 16,139
60 4.613 3.854 0.759 17.3% 0.118 2.7% 70% False False 13,677
80 5.327 3.854 1.473 33.6% 0.113 2.6% 36% False False 11,632
100 5.458 3.854 1.604 36.5% 0.111 2.5% 33% False False 10,217
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 5.001
2.618 4.769
1.618 4.627
1.000 4.539
0.618 4.485
HIGH 4.397
0.618 4.343
0.500 4.326
0.382 4.309
LOW 4.255
0.618 4.167
1.000 4.113
1.618 4.025
2.618 3.883
4.250 3.652
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 4.368 4.329
PP 4.347 4.269
S1 4.326 4.210

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

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