NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 4.163 4.169 0.006 0.1% 4.261
High 4.203 4.246 0.043 1.0% 4.403
Low 4.096 4.123 0.027 0.7% 4.218
Close 4.142 4.209 0.067 1.6% 4.332
Range 0.107 0.123 0.016 15.0% 0.185
ATR 0.139 0.138 -0.001 -0.8% 0.000
Volume 23,732 16,066 -7,666 -32.3% 80,836
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.562 4.508 4.277
R3 4.439 4.385 4.243
R2 4.316 4.316 4.232
R1 4.262 4.262 4.220 4.289
PP 4.193 4.193 4.193 4.206
S1 4.139 4.139 4.198 4.166
S2 4.070 4.070 4.186
S3 3.947 4.016 4.175
S4 3.824 3.893 4.141
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.873 4.787 4.434
R3 4.688 4.602 4.383
R2 4.503 4.503 4.366
R1 4.417 4.417 4.349 4.460
PP 4.318 4.318 4.318 4.339
S1 4.232 4.232 4.315 4.275
S2 4.133 4.133 4.298
S3 3.948 4.047 4.281
S4 3.763 3.862 4.230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.408 4.096 0.312 7.4% 0.151 3.6% 36% False False 17,258
10 4.408 3.940 0.468 11.1% 0.153 3.6% 57% False False 17,303
20 4.408 3.879 0.529 12.6% 0.140 3.3% 62% False False 17,247
40 4.408 3.848 0.560 13.3% 0.125 3.0% 64% False False 14,438
60 4.530 3.848 0.682 16.2% 0.113 2.7% 53% False False 12,161
80 4.791 3.848 0.943 22.4% 0.106 2.5% 38% False False 10,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.769
2.618 4.568
1.618 4.445
1.000 4.369
0.618 4.322
HIGH 4.246
0.618 4.199
0.500 4.185
0.382 4.170
LOW 4.123
0.618 4.047
1.000 4.000
1.618 3.924
2.618 3.801
4.250 3.600
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 4.201 4.252
PP 4.193 4.238
S1 4.185 4.223

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

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