NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 4.353 4.367 0.014 0.3% 4.000
High 4.367 4.419 0.052 1.2% 4.274
Low 4.260 4.285 0.025 0.6% 3.919
Close 4.351 4.333 -0.018 -0.4% 4.264
Range 0.107 0.134 0.027 25.2% 0.355
ATR 0.123 0.124 0.001 0.6% 0.000
Volume 4,628 5,684 1,056 22.8% 24,311
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.748 4.674 4.407
R3 4.614 4.540 4.370
R2 4.480 4.480 4.358
R1 4.406 4.406 4.345 4.376
PP 4.346 4.346 4.346 4.331
S1 4.272 4.272 4.321 4.242
S2 4.212 4.212 4.308
S3 4.078 4.138 4.296
S4 3.944 4.004 4.259
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 4.419 4.041 0.378 8.7% 0.132 3.0% 77% True False 5,022
10 4.419 3.919 0.500 11.5% 0.137 3.2% 83% True False 5,353
20 4.419 3.919 0.500 11.5% 0.138 3.2% 83% True False 5,086
40 4.419 3.882 0.537 12.4% 0.107 2.5% 84% True False 3,944
60 4.541 3.882 0.659 15.2% 0.099 2.3% 68% False False 3,350
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 0.029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.989
2.618 4.770
1.618 4.636
1.000 4.553
0.618 4.502
HIGH 4.419
0.618 4.368
0.500 4.352
0.382 4.336
LOW 4.285
0.618 4.202
1.000 4.151
1.618 4.068
2.618 3.934
4.250 3.716
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 4.352 4.333
PP 4.346 4.333
S1 4.339 4.333

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

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