NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 4.097 4.179 0.082 2.0% 4.298
High 4.146 4.270 0.124 3.0% 4.300
Low 4.070 4.148 0.078 1.9% 4.000
Close 4.139 4.250 0.111 2.7% 4.139
Range 0.076 0.122 0.046 60.5% 0.300
ATR 0.106 0.108 0.002 1.7% 0.000
Volume 4,709 4,709 0 0.0% 20,734
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.589 4.541 4.317
R3 4.467 4.419 4.284
R2 4.345 4.345 4.272
R1 4.297 4.297 4.261 4.321
PP 4.223 4.223 4.223 4.235
S1 4.175 4.175 4.239 4.199
S2 4.101 4.101 4.228
S3 3.979 4.053 4.216
S4 3.857 3.931 4.183
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.046 4.893 4.304
R3 4.746 4.593 4.222
R2 4.446 4.446 4.194
R1 4.293 4.293 4.167 4.220
PP 4.146 4.146 4.146 4.110
S1 3.993 3.993 4.112 3.920
S2 3.846 3.846 4.084
S3 3.546 3.693 4.057
S4 3.246 3.393 3.974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.270 4.000 0.270 6.4% 0.109 2.6% 93% True False 3,655
10 4.300 3.944 0.356 8.4% 0.129 3.0% 86% False False 3,651
20 4.300 3.882 0.418 9.8% 0.104 2.5% 88% False False 3,131
40 4.541 3.882 0.659 15.5% 0.093 2.2% 56% False False 2,780
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.789
2.618 4.589
1.618 4.467
1.000 4.392
0.618 4.345
HIGH 4.270
0.618 4.223
0.500 4.209
0.382 4.195
LOW 4.148
0.618 4.073
1.000 4.026
1.618 3.951
2.618 3.829
4.250 3.630
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 4.236 4.212
PP 4.223 4.173
S1 4.209 4.135

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

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