NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 4.198 4.211 0.013 0.3% 4.300
High 4.230 4.273 0.043 1.0% 4.419
Low 4.130 4.159 0.029 0.7% 4.247
Close 4.174 4.236 0.062 1.5% 4.357
Range 0.100 0.114 0.014 14.0% 0.172
ATR 0.128 0.127 -0.001 -0.8% 0.000
Volume 8,718 6,000 -2,718 -31.2% 23,789
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.565 4.514 4.299
R3 4.451 4.400 4.267
R2 4.337 4.337 4.257
R1 4.286 4.286 4.246 4.312
PP 4.223 4.223 4.223 4.235
S1 4.172 4.172 4.226 4.198
S2 4.109 4.109 4.215
S3 3.995 4.058 4.205
S4 3.881 3.944 4.173
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 7.0% 0.135 3.2% 36% False False 6,630
10 4.426 3.981 0.445 10.5% 0.139 3.3% 57% False False 5,703
20 4.426 3.919 0.507 12.0% 0.130 3.1% 63% False False 5,651
40 4.426 3.882 0.544 12.8% 0.114 2.7% 65% False False 4,329
60 4.541 3.882 0.659 15.6% 0.102 2.4% 54% False False 3,605
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.758
2.618 4.571
1.618 4.457
1.000 4.387
0.618 4.343
HIGH 4.273
0.618 4.229
0.500 4.216
0.382 4.203
LOW 4.159
0.618 4.089
1.000 4.045
1.618 3.975
2.618 3.861
4.250 3.675
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 4.229 4.278
PP 4.223 4.264
S1 4.216 4.250

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

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