NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 4.005 3.981 -0.024 -0.6% 4.179
High 4.070 4.176 0.106 2.6% 4.347
Low 3.978 3.981 0.003 0.1% 4.005
Close 4.002 4.168 0.166 4.1% 4.008
Range 0.092 0.195 0.103 112.0% 0.342
ATR 0.115 0.121 0.006 4.9% 0.000
Volume 4,881 4,456 -425 -8.7% 36,417
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.693 4.626 4.275
R3 4.498 4.431 4.222
R2 4.303 4.303 4.204
R1 4.236 4.236 4.186 4.270
PP 4.108 4.108 4.108 4.125
S1 4.041 4.041 4.150 4.075
S2 3.913 3.913 4.132
S3 3.718 3.846 4.114
S4 3.523 3.651 4.061
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 4.291 3.919 0.372 8.9% 0.142 3.4% 67% False False 5,684
10 4.347 3.919 0.428 10.3% 0.130 3.1% 58% False False 5,736
20 4.347 3.882 0.465 11.2% 0.131 3.2% 62% False False 4,436
40 4.432 3.882 0.550 13.2% 0.099 2.4% 52% False False 3,531
60 4.541 3.882 0.659 15.8% 0.096 2.3% 43% False False 3,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.005
2.618 4.687
1.618 4.492
1.000 4.371
0.618 4.297
HIGH 4.176
0.618 4.102
0.500 4.079
0.382 4.055
LOW 3.981
0.618 3.860
1.000 3.786
1.618 3.665
2.618 3.470
4.250 3.152
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 4.138 4.128
PP 4.108 4.088
S1 4.079 4.048

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

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