NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 4.147 4.300 0.153 3.7% 4.000
High 4.274 4.372 0.098 2.3% 4.274
Low 4.135 4.247 0.112 2.7% 3.919
Close 4.264 4.365 0.101 2.4% 4.264
Range 0.139 0.125 -0.014 -10.1% 0.355
ATR 0.125 0.125 0.000 0.0% 0.000
Volume 3,683 4,602 919 25.0% 24,311
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.703 4.659 4.434
R3 4.578 4.534 4.399
R2 4.453 4.453 4.388
R1 4.409 4.409 4.376 4.431
PP 4.328 4.328 4.328 4.339
S1 4.284 4.284 4.354 4.306
S2 4.203 4.203 4.342
S3 4.078 4.159 4.331
S4 3.953 4.034 4.296
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 4.372 3.978 0.394 9.0% 0.141 3.2% 98% True False 4,827
10 4.372 3.919 0.453 10.4% 0.139 3.2% 98% True False 6,062
20 4.372 3.919 0.453 10.4% 0.134 3.1% 98% True False 4,856
40 4.372 3.882 0.490 11.2% 0.105 2.4% 99% True False 3,789
60 4.541 3.882 0.659 15.1% 0.099 2.3% 73% False False 3,242
Crabel Price Patterns
NR True
NR4 True
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 0.028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.903
2.618 4.699
1.618 4.574
1.000 4.497
0.618 4.449
HIGH 4.372
0.618 4.324
0.500 4.310
0.382 4.295
LOW 4.247
0.618 4.170
1.000 4.122
1.618 4.045
2.618 3.920
4.250 3.716
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 4.347 4.312
PP 4.328 4.259
S1 4.310 4.207

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

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