NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 4.396 4.198 -0.198 -4.5% 4.300
High 4.426 4.230 -0.196 -4.4% 4.419
Low 4.162 4.130 -0.032 -0.8% 4.247
Close 4.203 4.174 -0.029 -0.7% 4.357
Range 0.264 0.100 -0.164 -62.1% 0.172
ATR 0.130 0.128 -0.002 -1.6% 0.000
Volume 3,875 8,718 4,843 125.0% 23,789
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.478 4.426 4.229
R3 4.378 4.326 4.202
R2 4.278 4.278 4.192
R1 4.226 4.226 4.183 4.202
PP 4.178 4.178 4.178 4.166
S1 4.126 4.126 4.165 4.102
S2 4.078 4.078 4.156
S3 3.978 4.026 4.147
S4 3.878 3.926 4.119
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.857 4.779 4.452
R3 4.685 4.607 4.404
R2 4.513 4.513 4.389
R1 4.435 4.435 4.373 4.474
PP 4.341 4.341 4.341 4.361
S1 4.263 4.263 4.341 4.302
S2 4.169 4.169 4.325
S3 3.997 4.091 4.310
S4 3.825 3.919 4.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.426 4.130 0.296 7.1% 0.134 3.2% 15% False True 6,356
10 4.426 3.978 0.448 10.7% 0.137 3.3% 44% False False 5,591
20 4.426 3.919 0.507 12.1% 0.130 3.1% 50% False False 5,533
40 4.426 3.882 0.544 13.0% 0.113 2.7% 54% False False 4,284
60 4.541 3.882 0.659 15.8% 0.102 2.4% 44% False False 3,543
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.655
2.618 4.492
1.618 4.392
1.000 4.330
0.618 4.292
HIGH 4.230
0.618 4.192
0.500 4.180
0.382 4.168
LOW 4.130
0.618 4.068
1.000 4.030
1.618 3.968
2.618 3.868
4.250 3.705
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 4.180 4.278
PP 4.178 4.243
S1 4.176 4.209

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

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