NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 4.130 4.261 0.131 3.2% 3.950
High 4.249 4.349 0.100 2.4% 4.249
Low 4.091 4.218 0.127 3.1% 3.879
Close 4.236 4.339 0.103 2.4% 4.236
Range 0.158 0.131 -0.027 -17.1% 0.370
ATR 0.133 0.133 0.000 -0.1% 0.000
Volume 16,340 19,615 3,275 20.0% 74,861
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.695 4.648 4.411
R3 4.564 4.517 4.375
R2 4.433 4.433 4.363
R1 4.386 4.386 4.351 4.410
PP 4.302 4.302 4.302 4.314
S1 4.255 4.255 4.327 4.279
S2 4.171 4.171 4.315
S3 4.040 4.124 4.303
S4 3.909 3.993 4.267
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.231 5.104 4.440
R3 4.861 4.734 4.338
R2 4.491 4.491 4.304
R1 4.364 4.364 4.270 4.428
PP 4.121 4.121 4.121 4.153
S1 3.994 3.994 4.202 4.058
S2 3.751 3.751 4.168
S3 3.381 3.624 4.134
S4 3.011 3.254 4.033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.349 3.938 0.411 9.5% 0.151 3.5% 98% True False 16,217
10 4.349 3.879 0.470 10.8% 0.148 3.4% 98% True False 17,593
20 4.349 3.879 0.470 10.8% 0.144 3.3% 98% True False 16,647
40 4.349 3.848 0.501 11.5% 0.114 2.6% 98% True False 13,111
60 4.530 3.848 0.682 15.7% 0.109 2.5% 72% False False 11,048
80 5.116 3.848 1.268 29.2% 0.103 2.4% 39% False False 9,547
Crabel Price Patterns
NR True
NR4 True
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 0.041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.906
2.618 4.692
1.618 4.561
1.000 4.480
0.618 4.430
HIGH 4.349
0.618 4.299
0.500 4.284
0.382 4.268
LOW 4.218
0.618 4.137
1.000 4.087
1.618 4.006
2.618 3.875
4.250 3.661
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 4.321 4.285
PP 4.302 4.231
S1 4.284 4.177

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

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