NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 4.051 3.950 -0.101 -2.5% 4.120
High 4.093 4.010 -0.083 -2.0% 4.323
Low 3.962 3.879 -0.083 -2.1% 3.962
Close 3.969 3.999 0.030 0.8% 3.969
Range 0.131 0.131 0.000 0.0% 0.361
ATR 0.124 0.125 0.000 0.4% 0.000
Volume 20,168 13,390 -6,778 -33.6% 100,597
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.356 4.308 4.071
R3 4.225 4.177 4.035
R2 4.094 4.094 4.023
R1 4.046 4.046 4.011 4.070
PP 3.963 3.963 3.963 3.975
S1 3.915 3.915 3.987 3.939
S2 3.832 3.832 3.975
S3 3.701 3.784 3.963
S4 3.570 3.653 3.927
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.168 4.929 4.168
R3 4.807 4.568 4.068
R2 4.446 4.446 4.035
R1 4.207 4.207 4.002 4.146
PP 4.085 4.085 4.085 4.054
S1 3.846 3.846 3.936 3.785
S2 3.724 3.724 3.903
S3 3.363 3.485 3.870
S4 3.002 3.124 3.770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.323 3.879 0.444 11.1% 0.145 3.6% 27% False True 18,969
10 4.323 3.879 0.444 11.1% 0.130 3.3% 27% False True 17,623
20 4.323 3.848 0.475 11.9% 0.131 3.3% 32% False False 14,861
40 4.435 3.848 0.587 14.7% 0.106 2.6% 26% False False 11,878
60 4.551 3.848 0.703 17.6% 0.102 2.5% 21% False False 10,197
80 5.116 3.848 1.268 31.7% 0.099 2.5% 12% False False 8,848
Crabel Price Patterns
NR False
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 0.036
Fibonacci Retracements and Extensions
4.250 4.567
2.618 4.353
1.618 4.222
1.000 4.141
0.618 4.091
HIGH 4.010
0.618 3.960
0.500 3.945
0.382 3.929
LOW 3.879
0.618 3.798
1.000 3.748
1.618 3.667
2.618 3.536
4.250 3.322
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 3.981 4.067
PP 3.963 4.044
S1 3.945 4.022

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

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