NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 4.299 4.219 -0.080 -1.9% 4.224
High 4.323 4.255 -0.068 -1.6% 4.294
Low 4.158 4.088 -0.070 -1.7% 3.964
Close 4.192 4.091 -0.101 -2.4% 4.112
Range 0.165 0.167 0.002 1.2% 0.330
ATR 0.120 0.123 0.003 2.8% 0.000
Volume 21,026 20,190 -836 -4.0% 86,745
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.646 4.535 4.183
R3 4.479 4.368 4.137
R2 4.312 4.312 4.122
R1 4.201 4.201 4.106 4.173
PP 4.145 4.145 4.145 4.131
S1 4.034 4.034 4.076 4.006
S2 3.978 3.978 4.060
S3 3.811 3.867 4.045
S4 3.644 3.700 3.999
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.113 4.943 4.294
R3 4.783 4.613 4.203
R2 4.453 4.453 4.173
R1 4.283 4.283 4.142 4.203
PP 4.123 4.123 4.123 4.084
S1 3.953 3.953 4.082 3.873
S2 3.793 3.793 4.052
S3 3.463 3.623 4.021
S4 3.133 3.293 3.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.323 4.044 0.279 6.8% 0.134 3.3% 17% False False 19,914
10 4.323 3.964 0.359 8.8% 0.145 3.5% 35% False False 18,548
20 4.323 3.848 0.475 11.6% 0.125 3.1% 51% False False 14,356
40 4.473 3.848 0.625 15.3% 0.105 2.6% 39% False False 11,554
60 4.750 3.848 0.902 22.0% 0.101 2.5% 27% False False 9,771
80 5.116 3.848 1.268 31.0% 0.098 2.4% 19% False False 8,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.965
2.618 4.692
1.618 4.525
1.000 4.422
0.618 4.358
HIGH 4.255
0.618 4.191
0.500 4.172
0.382 4.152
LOW 4.088
0.618 3.985
1.000 3.921
1.618 3.818
2.618 3.651
4.250 3.378
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 4.172 4.206
PP 4.145 4.167
S1 4.118 4.129

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

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