NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 4.283 4.264 -0.019 -0.4% 4.249
High 4.287 4.317 0.030 0.7% 4.391
Low 4.203 4.224 0.021 0.5% 4.189
Close 4.263 4.278 0.015 0.4% 4.292
Range 0.084 0.093 0.009 10.7% 0.202
ATR 0.110 0.109 -0.001 -1.1% 0.000
Volume 70,174 81,617 11,443 16.3% 199,130
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.552 4.508 4.329
R3 4.459 4.415 4.304
R2 4.366 4.366 4.295
R1 4.322 4.322 4.287 4.344
PP 4.273 4.273 4.273 4.284
S1 4.229 4.229 4.269 4.251
S2 4.180 4.180 4.261
S3 4.087 4.136 4.252
S4 3.994 4.043 4.227
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% 0.107 2.5% 44% False False 69,733
10 4.391 4.189 0.202 4.7% 0.102 2.4% 44% False False 46,476
20 4.641 4.189 0.452 10.6% 0.112 2.6% 20% False False 34,040
40 4.975 4.189 0.786 18.4% 0.111 2.6% 11% False False 26,651
60 5.468 4.189 1.279 29.9% 0.112 2.6% 7% False False 23,403
80 5.750 4.189 1.561 36.5% 0.116 2.7% 6% False False 20,871
100 5.949 4.189 1.760 41.1% 0.121 2.8% 5% False False 19,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.712
2.618 4.560
1.618 4.467
1.000 4.410
0.618 4.374
HIGH 4.317
0.618 4.281
0.500 4.271
0.382 4.260
LOW 4.224
0.618 4.167
1.000 4.131
1.618 4.074
2.618 3.981
4.250 3.829
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 4.276 4.273
PP 4.273 4.267
S1 4.271 4.262

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

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