NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 4.403 4.467 0.064 1.5% 4.349
High 4.456 4.470 0.014 0.3% 4.470
Low 4.331 4.370 0.039 0.9% 4.298
Close 4.378 4.403 0.025 0.6% 4.403
Range 0.125 0.100 -0.025 -20.0% 0.172
ATR 0.121 0.119 -0.001 -1.2% 0.000
Volume 2,766 1,924 -842 -30.4% 9,639
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.714 4.659 4.458
R3 4.614 4.559 4.431
R2 4.514 4.514 4.421
R1 4.459 4.459 4.412 4.437
PP 4.414 4.414 4.414 4.403
S1 4.359 4.359 4.394 4.337
S2 4.314 4.314 4.385
S3 4.214 4.259 4.376
S4 4.114 4.159 4.348
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.906 4.827 4.498
R3 4.734 4.655 4.450
R2 4.562 4.562 4.435
R1 4.483 4.483 4.419 4.523
PP 4.390 4.390 4.390 4.410
S1 4.311 4.311 4.387 4.351
S2 4.218 4.218 4.371
S3 4.046 4.139 4.356
S4 3.874 3.967 4.308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 4.189 0.281 6.4% 0.120 2.7% 76% True False 2,374
10 4.470 3.980 0.490 11.1% 0.126 2.9% 86% True False 2,441
20 4.470 3.980 0.490 11.1% 0.128 2.9% 86% True False 2,225
40 4.470 3.942 0.528 12.0% 0.105 2.4% 87% True False 1,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.895
2.618 4.732
1.618 4.632
1.000 4.570
0.618 4.532
HIGH 4.470
0.618 4.432
0.500 4.420
0.382 4.408
LOW 4.370
0.618 4.308
1.000 4.270
1.618 4.208
2.618 4.108
4.250 3.945
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 4.420 4.399
PP 4.414 4.395
S1 4.409 4.391

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

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