NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 3.954 4.103 0.149 3.8% 4.120
High 4.142 4.164 0.022 0.5% 4.323
Low 3.940 4.005 0.065 1.6% 3.962
Close 4.134 4.127 -0.007 -0.2% 3.969
Range 0.202 0.159 -0.043 -21.3% 0.361
ATR 0.129 0.131 0.002 1.7% 0.000
Volume 11,424 19,380 7,956 69.6% 100,597
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.576 4.510 4.214
R3 4.417 4.351 4.171
R2 4.258 4.258 4.156
R1 4.192 4.192 4.142 4.225
PP 4.099 4.099 4.099 4.115
S1 4.033 4.033 4.112 4.066
S2 3.940 3.940 4.098
S3 3.781 3.874 4.083
S4 3.622 3.715 4.040
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 4.164 3.879 0.285 6.9% 0.146 3.5% 87% True False 15,737
10 4.323 3.879 0.444 10.8% 0.140 3.4% 56% False False 17,825
20 4.323 3.848 0.475 11.5% 0.141 3.4% 59% False False 15,855
40 4.385 3.848 0.537 13.0% 0.111 2.7% 52% False False 12,512
60 4.530 3.848 0.682 16.5% 0.106 2.6% 41% False False 10,693
80 5.116 3.848 1.268 30.7% 0.102 2.5% 22% False False 9,331
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.840
2.618 4.580
1.618 4.421
1.000 4.323
0.618 4.262
HIGH 4.164
0.618 4.103
0.500 4.085
0.382 4.066
LOW 4.005
0.618 3.907
1.000 3.846
1.618 3.748
2.618 3.589
4.250 3.329
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 4.113 4.102
PP 4.099 4.076
S1 4.085 4.051

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

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