NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 4.300 4.394 0.094 2.2% 3.991
High 4.397 4.404 0.007 0.2% 4.291
Low 4.255 4.266 0.011 0.3% 3.890
Close 4.389 4.376 -0.013 -0.3% 4.278
Range 0.142 0.138 -0.004 -2.8% 0.401
ATR 0.141 0.141 0.000 -0.2% 0.000
Volume 21,804 25,244 3,440 15.8% 90,471
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.763 4.707 4.452
R3 4.625 4.569 4.414
R2 4.487 4.487 4.401
R1 4.431 4.431 4.389 4.390
PP 4.349 4.349 4.349 4.328
S1 4.293 4.293 4.363 4.252
S2 4.211 4.211 4.351
S3 4.073 4.155 4.338
S4 3.935 4.017 4.300
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 4.404 3.963 0.441 10.1% 0.164 3.7% 94% True False 20,601
10 4.404 3.890 0.514 11.7% 0.158 3.6% 95% True False 21,313
20 4.404 3.890 0.514 11.7% 0.154 3.5% 95% True False 21,087
40 4.404 3.854 0.550 12.6% 0.123 2.8% 95% True False 16,486
60 4.613 3.854 0.759 17.3% 0.118 2.7% 69% False False 13,991
80 5.229 3.854 1.375 31.4% 0.112 2.6% 38% False False 11,859
100 5.458 3.854 1.604 36.7% 0.111 2.5% 33% False False 10,397
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.038
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.991
2.618 4.765
1.618 4.627
1.000 4.542
0.618 4.489
HIGH 4.404
0.618 4.351
0.500 4.335
0.382 4.319
LOW 4.266
0.618 4.181
1.000 4.128
1.618 4.043
2.618 3.905
4.250 3.680
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 4.362 4.339
PP 4.349 4.301
S1 4.335 4.264

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

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