NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 4.249 4.259 0.010 0.2% 4.414
High 4.268 4.298 0.030 0.7% 4.443
Low 4.189 4.225 0.036 0.9% 4.219
Close 4.249 4.274 0.025 0.6% 4.261
Range 0.079 0.073 -0.006 -7.6% 0.224
ATR 0.114 0.111 -0.003 -2.6% 0.000
Volume 24,423 29,171 4,748 19.4% 103,821
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.485 4.452 4.314
R3 4.412 4.379 4.294
R2 4.339 4.339 4.287
R1 4.306 4.306 4.281 4.323
PP 4.266 4.266 4.266 4.274
S1 4.233 4.233 4.267 4.250
S2 4.193 4.193 4.261
S3 4.120 4.160 4.254
S4 4.047 4.087 4.234
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.980 4.844 4.384
R3 4.756 4.620 4.323
R2 4.532 4.532 4.302
R1 4.396 4.396 4.282 4.352
PP 4.308 4.308 4.308 4.286
S1 4.172 4.172 4.240 4.128
S2 4.084 4.084 4.220
S3 3.860 3.948 4.199
S4 3.636 3.724 4.138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.378 4.189 0.189 4.4% 0.090 2.1% 45% False False 22,152
10 4.616 4.189 0.427 10.0% 0.104 2.4% 20% False False 22,508
20 4.681 4.189 0.492 11.5% 0.113 2.7% 17% False False 22,869
40 5.037 4.189 0.848 19.8% 0.108 2.5% 10% False False 20,116
60 5.468 4.189 1.279 29.9% 0.113 2.7% 7% False False 18,703
80 5.949 4.189 1.760 41.2% 0.120 2.8% 5% False False 17,247
100 5.949 4.189 1.760 41.2% 0.123 2.9% 5% False False 16,118
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.608
2.618 4.489
1.618 4.416
1.000 4.371
0.618 4.343
HIGH 4.298
0.618 4.270
0.500 4.262
0.382 4.253
LOW 4.225
0.618 4.180
1.000 4.152
1.618 4.107
2.618 4.034
4.250 3.915
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 4.270 4.264
PP 4.266 4.254
S1 4.262 4.244

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

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