NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 4.169 4.231 0.062 1.5% 4.261
High 4.246 4.297 0.051 1.2% 4.403
Low 4.123 4.149 0.026 0.6% 4.218
Close 4.209 4.280 0.071 1.7% 4.332
Range 0.123 0.148 0.025 20.3% 0.185
ATR 0.138 0.139 0.001 0.5% 0.000
Volume 16,066 25,309 9,243 57.5% 80,836
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.686 4.631 4.361
R3 4.538 4.483 4.321
R2 4.390 4.390 4.307
R1 4.335 4.335 4.294 4.363
PP 4.242 4.242 4.242 4.256
S1 4.187 4.187 4.266 4.215
S2 4.094 4.094 4.253
S3 3.946 4.039 4.239
S4 3.798 3.891 4.199
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 7.3% 0.152 3.5% 59% False False 18,527
10 4.408 4.005 0.403 9.4% 0.148 3.5% 68% False False 18,692
20 4.408 3.879 0.529 12.4% 0.143 3.3% 76% False False 17,746
40 4.408 3.848 0.560 13.1% 0.127 3.0% 77% False False 14,914
60 4.530 3.848 0.682 15.9% 0.115 2.7% 63% False False 12,465
80 4.791 3.848 0.943 22.0% 0.107 2.5% 46% False False 10,766
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 0.048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.926
2.618 4.684
1.618 4.536
1.000 4.445
0.618 4.388
HIGH 4.297
0.618 4.240
0.500 4.223
0.382 4.206
LOW 4.149
0.618 4.058
1.000 4.001
1.618 3.910
2.618 3.762
4.250 3.520
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 4.261 4.252
PP 4.242 4.224
S1 4.223 4.197

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

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