NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 4.163 4.147 -0.016 -0.4% 4.000
High 4.194 4.274 0.080 1.9% 4.274
Low 4.041 4.135 0.094 2.3% 3.919
Close 4.161 4.264 0.103 2.5% 4.264
Range 0.153 0.139 -0.014 -9.2% 0.355
ATR 0.123 0.125 0.001 0.9% 0.000
Volume 6,514 3,683 -2,831 -43.5% 24,311
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.641 4.592 4.340
R3 4.502 4.453 4.302
R2 4.363 4.363 4.289
R1 4.314 4.314 4.277 4.339
PP 4.224 4.224 4.224 4.237
S1 4.175 4.175 4.251 4.200
S2 4.085 4.085 4.239
S3 3.946 4.036 4.226
S4 3.807 3.897 4.188
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.217 5.096 4.459
R3 4.862 4.741 4.362
R2 4.507 4.507 4.329
R1 4.386 4.386 4.297 4.447
PP 4.152 4.152 4.152 4.183
S1 4.031 4.031 4.231 4.092
S2 3.797 3.797 4.199
S3 3.442 3.676 4.166
S4 3.087 3.321 4.069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.274 3.919 0.355 8.3% 0.141 3.3% 97% True False 4,862
10 4.347 3.919 0.428 10.0% 0.139 3.3% 81% False False 6,072
20 4.347 3.882 0.465 10.9% 0.134 3.1% 82% False False 4,758
40 4.347 3.882 0.465 10.9% 0.103 2.4% 82% False False 3,710
60 4.541 3.882 0.659 15.5% 0.099 2.3% 58% False False 3,199
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.865
2.618 4.638
1.618 4.499
1.000 4.413
0.618 4.360
HIGH 4.274
0.618 4.221
0.500 4.205
0.382 4.188
LOW 4.135
0.618 4.049
1.000 3.996
1.618 3.910
2.618 3.771
4.250 3.544
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 4.244 4.219
PP 4.224 4.173
S1 4.205 4.128

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

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