NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 4.211 4.270 0.059 1.4% 4.300
High 4.273 4.315 0.042 1.0% 4.419
Low 4.159 4.181 0.022 0.5% 4.247
Close 4.236 4.307 0.071 1.7% 4.357
Range 0.114 0.134 0.020 17.5% 0.172
ATR 0.127 0.127 0.001 0.4% 0.000
Volume 6,000 8,116 2,116 35.3% 23,789
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.670 4.622 4.381
R3 4.536 4.488 4.344
R2 4.402 4.402 4.332
R1 4.354 4.354 4.319 4.378
PP 4.268 4.268 4.268 4.280
S1 4.220 4.220 4.295 4.244
S2 4.134 4.134 4.282
S3 4.000 4.086 4.270
S4 3.866 3.952 4.233
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 6.9% 0.135 3.1% 60% False False 7,116
10 4.426 4.041 0.385 8.9% 0.133 3.1% 69% False False 6,069
20 4.426 3.919 0.507 11.8% 0.132 3.1% 77% False False 5,903
40 4.426 3.882 0.544 12.6% 0.116 2.7% 78% False False 4,483
60 4.541 3.882 0.659 15.3% 0.103 2.4% 64% False False 3,705
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 0.033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.885
2.618 4.666
1.618 4.532
1.000 4.449
0.618 4.398
HIGH 4.315
0.618 4.264
0.500 4.248
0.382 4.232
LOW 4.181
0.618 4.098
1.000 4.047
1.618 3.964
2.618 3.830
4.250 3.612
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 4.287 4.279
PP 4.268 4.251
S1 4.248 4.223

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

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