NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 4.303 4.388 0.085 2.0% 4.414
High 4.382 4.391 0.009 0.2% 4.443
Low 4.274 4.220 -0.054 -1.3% 4.219
Close 4.373 4.227 -0.146 -3.3% 4.261
Range 0.108 0.171 0.063 58.3% 0.224
ATR 0.111 0.115 0.004 3.9% 0.000
Volume 22,754 38,348 15,594 68.5% 103,821
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.792 4.681 4.321
R3 4.621 4.510 4.274
R2 4.450 4.450 4.258
R1 4.339 4.339 4.243 4.309
PP 4.279 4.279 4.279 4.265
S1 4.168 4.168 4.211 4.138
S2 4.108 4.108 4.196
S3 3.937 3.997 4.180
S4 3.766 3.826 4.133
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 4.391 4.189 0.202 4.8% 0.099 2.3% 19% True False 27,625
10 4.550 4.189 0.361 8.5% 0.109 2.6% 11% False False 24,092
20 4.681 4.189 0.492 11.6% 0.117 2.8% 8% False False 23,575
40 5.010 4.189 0.821 19.4% 0.111 2.6% 5% False False 20,567
60 5.468 4.189 1.279 30.3% 0.115 2.7% 3% False False 19,219
80 5.949 4.189 1.760 41.6% 0.120 2.8% 2% False False 17,706
100 5.949 4.189 1.760 41.6% 0.124 2.9% 2% False False 16,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.118
2.618 4.839
1.618 4.668
1.000 4.562
0.618 4.497
HIGH 4.391
0.618 4.326
0.500 4.306
0.382 4.285
LOW 4.220
0.618 4.114
1.000 4.049
1.618 3.943
2.618 3.772
4.250 3.493
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 4.306 4.306
PP 4.279 4.279
S1 4.253 4.253

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

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