NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 4.090 4.044 -0.046 -1.1% 4.210
High 4.128 4.235 0.107 2.6% 4.392
Low 4.033 4.039 0.006 0.1% 4.063
Close 4.061 4.225 0.164 4.0% 4.064
Range 0.095 0.196 0.101 106.3% 0.329
ATR 0.112 0.118 0.006 5.3% 0.000
Volume 1,787 3,774 1,987 111.2% 10,519
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.754 4.686 4.333
R3 4.558 4.490 4.279
R2 4.362 4.362 4.261
R1 4.294 4.294 4.243 4.328
PP 4.166 4.166 4.166 4.184
S1 4.098 4.098 4.207 4.132
S2 3.970 3.970 4.189
S3 3.774 3.902 4.171
S4 3.578 3.706 4.117
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.160 4.941 4.245
R3 4.831 4.612 4.154
R2 4.502 4.502 4.124
R1 4.283 4.283 4.094 4.228
PP 4.173 4.173 4.173 4.146
S1 3.954 3.954 4.034 3.899
S2 3.844 3.844 4.004
S3 3.515 3.625 3.974
S4 3.186 3.296 3.883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.337 3.980 0.357 8.4% 0.137 3.2% 69% False False 2,426
10 4.392 3.980 0.412 9.8% 0.126 3.0% 59% False False 2,197
20 4.392 3.942 0.450 10.7% 0.126 3.0% 63% False False 1,925
40 4.474 3.942 0.532 12.6% 0.098 2.3% 53% False False 1,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 5.068
2.618 4.748
1.618 4.552
1.000 4.431
0.618 4.356
HIGH 4.235
0.618 4.160
0.500 4.137
0.382 4.114
LOW 4.039
0.618 3.918
1.000 3.843
1.618 3.722
2.618 3.526
4.250 3.206
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 4.196 4.186
PP 4.166 4.147
S1 4.137 4.108

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

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