NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 4.388 4.230 -0.158 -3.6% 4.249
High 4.391 4.304 -0.087 -2.0% 4.391
Low 4.220 4.189 -0.031 -0.7% 4.189
Close 4.227 4.292 0.065 1.5% 4.292
Range 0.171 0.115 -0.056 -32.7% 0.202
ATR 0.115 0.115 0.000 0.0% 0.000
Volume 38,348 84,434 46,086 120.2% 199,130
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.607 4.564 4.355
R3 4.492 4.449 4.324
R2 4.377 4.377 4.313
R1 4.334 4.334 4.303 4.356
PP 4.262 4.262 4.262 4.272
S1 4.219 4.219 4.281 4.241
S2 4.147 4.147 4.271
S3 4.032 4.104 4.260
S4 3.917 3.989 4.229
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.897 4.796 4.403
R3 4.695 4.594 4.348
R2 4.493 4.493 4.329
R1 4.392 4.392 4.311 4.443
PP 4.291 4.291 4.291 4.316
S1 4.190 4.190 4.273 4.241
S2 4.089 4.089 4.255
S3 3.887 3.988 4.236
S4 3.685 3.786 4.181
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 4.7% 0.109 2.5% 51% False True 39,826
10 4.443 4.189 0.254 5.9% 0.108 2.5% 41% False True 30,295
20 4.681 4.189 0.492 11.5% 0.117 2.7% 21% False True 26,443
40 5.010 4.189 0.821 19.1% 0.112 2.6% 13% False True 22,079
60 5.468 4.189 1.279 29.8% 0.113 2.6% 8% False True 20,392
80 5.949 4.189 1.760 41.0% 0.120 2.8% 6% False True 18,571
100 5.949 4.189 1.760 41.0% 0.123 2.9% 6% False True 17,159
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 True
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.793
2.618 4.605
1.618 4.490
1.000 4.419
0.618 4.375
HIGH 4.304
0.618 4.260
0.500 4.247
0.382 4.233
LOW 4.189
0.618 4.118
1.000 4.074
1.618 4.003
2.618 3.888
4.250 3.700
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 4.277 4.291
PP 4.262 4.291
S1 4.247 4.290

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

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