NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 3.950 4.005 0.055 1.4% 4.120
High 4.010 4.045 0.035 0.9% 4.323
Low 3.879 3.938 0.059 1.5% 3.962
Close 3.999 3.964 -0.035 -0.9% 3.969
Range 0.131 0.107 -0.024 -18.3% 0.361
ATR 0.125 0.123 -0.001 -1.0% 0.000
Volume 13,390 14,327 937 7.0% 100,597
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.303 4.241 4.023
R3 4.196 4.134 3.993
R2 4.089 4.089 3.984
R1 4.027 4.027 3.974 4.005
PP 3.982 3.982 3.982 3.971
S1 3.920 3.920 3.954 3.898
S2 3.875 3.875 3.944
S3 3.768 3.813 3.935
S4 3.661 3.706 3.905
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 11.2% 0.140 3.5% 19% False False 17,820
10 4.323 3.879 0.444 11.2% 0.128 3.2% 19% False False 17,190
20 4.323 3.848 0.475 12.0% 0.133 3.4% 24% False False 15,103
40 4.435 3.848 0.587 14.8% 0.106 2.7% 20% False False 12,054
60 4.530 3.848 0.682 17.2% 0.103 2.6% 17% False False 10,379
80 5.116 3.848 1.268 32.0% 0.100 2.5% 9% False False 8,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.034
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.500
2.618 4.325
1.618 4.218
1.000 4.152
0.618 4.111
HIGH 4.045
0.618 4.004
0.500 3.992
0.382 3.979
LOW 3.938
0.618 3.872
1.000 3.831
1.618 3.765
2.618 3.658
4.250 3.483
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 3.992 3.986
PP 3.982 3.979
S1 3.973 3.971

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

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