NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 4.220 4.275 0.055 1.3% 4.300
High 4.289 4.340 0.051 1.2% 4.454
Low 4.151 4.179 0.028 0.7% 4.255
Close 4.243 4.312 0.069 1.6% 4.374
Range 0.138 0.161 0.023 16.7% 0.199
ATR 0.146 0.147 0.001 0.8% 0.000
Volume 22,647 30,908 8,261 36.5% 91,793
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.760 4.697 4.401
R3 4.599 4.536 4.356
R2 4.438 4.438 4.342
R1 4.375 4.375 4.327 4.407
PP 4.277 4.277 4.277 4.293
S1 4.214 4.214 4.297 4.246
S2 4.116 4.116 4.282
S3 3.955 4.053 4.268
S4 3.794 3.892 4.223
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.958 4.865 4.483
R3 4.759 4.666 4.429
R2 4.560 4.560 4.410
R1 4.467 4.467 4.392 4.514
PP 4.361 4.361 4.361 4.384
S1 4.268 4.268 4.356 4.315
S2 4.162 4.162 4.338
S3 3.963 4.069 4.319
S4 3.764 3.870 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.454 4.125 0.329 7.6% 0.158 3.7% 57% False False 20,956
10 4.454 4.022 0.432 10.0% 0.156 3.6% 67% False False 21,645
20 4.454 3.890 0.564 13.1% 0.150 3.5% 75% False False 21,976
40 4.454 3.854 0.600 13.9% 0.134 3.1% 76% False False 18,152
60 4.613 3.854 0.759 17.6% 0.123 2.8% 60% False False 15,380
80 4.914 3.854 1.060 24.6% 0.115 2.7% 43% False False 12,960
100 5.327 3.854 1.473 34.2% 0.114 2.6% 31% False False 11,412
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 0.051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.024
2.618 4.761
1.618 4.600
1.000 4.501
0.618 4.439
HIGH 4.340
0.618 4.278
0.500 4.260
0.382 4.241
LOW 4.179
0.618 4.080
1.000 4.018
1.618 3.919
2.618 3.758
4.250 3.495
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 4.295 4.286
PP 4.277 4.259
S1 4.260 4.233

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

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