NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 4.276 4.100 -0.176 -4.1% 4.179
High 4.291 4.140 -0.151 -3.5% 4.347
Low 4.126 4.005 -0.121 -2.9% 4.005
Close 4.129 4.008 -0.121 -2.9% 4.008
Range 0.165 0.135 -0.030 -18.2% 0.342
ATR 0.115 0.117 0.001 1.2% 0.000
Volume 7,553 6,756 -797 -10.6% 36,417
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.456 4.367 4.082
R3 4.321 4.232 4.045
R2 4.186 4.186 4.033
R1 4.097 4.097 4.020 4.074
PP 4.051 4.051 4.051 4.040
S1 3.962 3.962 3.996 3.939
S2 3.916 3.916 3.983
S3 3.781 3.827 3.971
S4 3.646 3.692 3.934
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.146 4.919 4.196
R3 4.804 4.577 4.102
R2 4.462 4.462 4.071
R1 4.235 4.235 4.039 4.178
PP 4.120 4.120 4.120 4.091
S1 3.893 3.893 3.977 3.836
S2 3.778 3.778 3.945
S3 3.436 3.551 3.914
S4 3.094 3.209 3.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.347 4.005 0.342 8.5% 0.137 3.4% 1% False True 7,283
10 4.347 4.000 0.347 8.7% 0.132 3.3% 2% False False 5,715
20 4.347 3.882 0.465 11.6% 0.118 2.9% 27% False False 4,138
40 4.432 3.882 0.550 13.7% 0.095 2.4% 23% False False 3,395
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.714
2.618 4.493
1.618 4.358
1.000 4.275
0.618 4.223
HIGH 4.140
0.618 4.088
0.500 4.073
0.382 4.057
LOW 4.005
0.618 3.922
1.000 3.870
1.618 3.787
2.618 3.652
4.250 3.431
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 4.073 4.176
PP 4.051 4.120
S1 4.030 4.064

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

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