NYMEX Natural Gas Future June 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 4.434 4.403 -0.031 -0.7% 4.050
High 4.438 4.456 0.018 0.4% 4.323
Low 4.312 4.331 0.019 0.4% 3.980
Close 4.398 4.378 -0.020 -0.5% 4.312
Range 0.126 0.125 -0.001 -0.8% 0.343
ATR 0.121 0.121 0.000 0.3% 0.000
Volume 2,481 2,766 285 11.5% 12,721
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.763 4.696 4.447
R3 4.638 4.571 4.412
R2 4.513 4.513 4.401
R1 4.446 4.446 4.389 4.417
PP 4.388 4.388 4.388 4.374
S1 4.321 4.321 4.367 4.292
S2 4.263 4.263 4.355
S3 4.138 4.196 4.344
S4 4.013 4.071 4.309
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.234 5.116 4.501
R3 4.891 4.773 4.406
R2 4.548 4.548 4.375
R1 4.430 4.430 4.343 4.489
PP 4.205 4.205 4.205 4.235
S1 4.087 4.087 4.281 4.146
S2 3.862 3.862 4.249
S3 3.519 3.744 4.218
S4 3.176 3.401 4.123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.456 4.103 0.353 8.1% 0.127 2.9% 78% True False 2,507
10 4.456 3.980 0.476 10.9% 0.132 3.0% 84% True False 2,466
20 4.456 3.980 0.476 10.9% 0.133 3.0% 84% True False 2,198
40 4.456 3.942 0.514 11.7% 0.105 2.4% 85% True False 1,832
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.987
2.618 4.783
1.618 4.658
1.000 4.581
0.618 4.533
HIGH 4.456
0.618 4.408
0.500 4.394
0.382 4.379
LOW 4.331
0.618 4.254
1.000 4.206
1.618 4.129
2.618 4.004
4.250 3.800
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 4.394 4.378
PP 4.388 4.377
S1 4.383 4.377

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

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