NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 4.263 4.245 -0.018 -0.4% 4.192
High 4.290 4.264 -0.026 -0.6% 4.354
Low 4.210 4.156 -0.054 -1.3% 4.152
Close 4.263 4.220 -0.043 -1.0% 4.270
Range 0.080 0.108 0.028 35.0% 0.202
ATR 0.097 0.098 0.001 0.8% 0.000
Volume 18,959 17,947 -1,012 -5.3% 63,267
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.537 4.487 4.279
R3 4.429 4.379 4.250
R2 4.321 4.321 4.240
R1 4.271 4.271 4.230 4.242
PP 4.213 4.213 4.213 4.199
S1 4.163 4.163 4.210 4.134
S2 4.105 4.105 4.200
S3 3.997 4.055 4.190
S4 3.889 3.947 4.161
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.865 4.769 4.381
R3 4.663 4.567 4.326
R2 4.461 4.461 4.307
R1 4.365 4.365 4.289 4.413
PP 4.259 4.259 4.259 4.283
S1 4.163 4.163 4.251 4.211
S2 4.057 4.057 4.233
S3 3.855 3.961 4.214
S4 3.653 3.759 4.159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.290 4.156 0.134 3.2% 0.086 2.0% 48% False True 16,367
10 4.354 4.152 0.202 4.8% 0.089 2.1% 34% False False 13,838
20 4.555 4.152 0.403 9.5% 0.096 2.3% 17% False False 11,219
40 4.850 4.152 0.698 16.5% 0.100 2.4% 10% False False 9,429
60 5.327 4.152 1.175 27.8% 0.099 2.3% 6% False False 8,120
80 5.582 4.152 1.430 33.9% 0.101 2.4% 5% False False 7,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.723
2.618 4.547
1.618 4.439
1.000 4.372
0.618 4.331
HIGH 4.264
0.618 4.223
0.500 4.210
0.382 4.197
LOW 4.156
0.618 4.089
1.000 4.048
1.618 3.981
2.618 3.873
4.250 3.697
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 4.217 4.223
PP 4.213 4.222
S1 4.210 4.221

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

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