NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 4.005 3.954 -0.051 -1.3% 4.120
High 4.045 4.142 0.097 2.4% 4.323
Low 3.938 3.940 0.002 0.1% 3.962
Close 3.964 4.134 0.170 4.3% 3.969
Range 0.107 0.202 0.095 88.8% 0.361
ATR 0.123 0.129 0.006 4.6% 0.000
Volume 14,327 11,424 -2,903 -20.3% 100,597
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.678 4.608 4.245
R3 4.476 4.406 4.190
R2 4.274 4.274 4.171
R1 4.204 4.204 4.153 4.239
PP 4.072 4.072 4.072 4.090
S1 4.002 4.002 4.115 4.037
S2 3.870 3.870 4.097
S3 3.668 3.800 4.078
S4 3.466 3.598 4.023
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 4.255 3.879 0.376 9.1% 0.148 3.6% 68% False False 15,899
10 4.323 3.879 0.444 10.7% 0.138 3.3% 57% False False 16,801
20 4.323 3.848 0.475 11.5% 0.140 3.4% 60% False False 15,295
40 4.435 3.848 0.587 14.2% 0.110 2.6% 49% False False 12,128
60 4.530 3.848 0.682 16.5% 0.105 2.5% 42% False False 10,443
80 5.116 3.848 1.268 30.7% 0.101 2.4% 23% False False 9,116
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 0.033
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.001
2.618 4.671
1.618 4.469
1.000 4.344
0.618 4.267
HIGH 4.142
0.618 4.065
0.500 4.041
0.382 4.017
LOW 3.940
0.618 3.815
1.000 3.738
1.618 3.613
2.618 3.411
4.250 3.082
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 4.103 4.093
PP 4.072 4.052
S1 4.041 4.011

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

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