NYMEX Natural Gas Future January 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 4.264 4.250 -0.014 -0.3% 4.249
High 4.317 4.290 -0.027 -0.6% 4.391
Low 4.224 4.170 -0.054 -1.3% 4.189
Close 4.278 4.244 -0.034 -0.8% 4.292
Range 0.093 0.120 0.027 29.0% 0.202
ATR 0.109 0.109 0.001 0.7% 0.000
Volume 81,617 70,580 -11,037 -13.5% 199,130
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.595 4.539 4.310
R3 4.475 4.419 4.277
R2 4.355 4.355 4.266
R1 4.299 4.299 4.255 4.267
PP 4.235 4.235 4.235 4.219
S1 4.179 4.179 4.233 4.147
S2 4.115 4.115 4.222
S3 3.995 4.059 4.211
S4 3.875 3.939 4.178
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 4.321 4.170 0.151 3.6% 0.097 2.3% 49% False True 76,180
10 4.391 4.170 0.221 5.2% 0.098 2.3% 33% False True 51,902
20 4.631 4.170 0.461 10.9% 0.108 2.6% 16% False True 36,423
40 4.975 4.170 0.805 19.0% 0.112 2.6% 9% False True 28,136
60 5.468 4.170 1.298 30.6% 0.113 2.7% 6% False True 24,415
80 5.750 4.170 1.580 37.2% 0.116 2.7% 5% False True 21,591
100 5.949 4.170 1.779 41.9% 0.122 2.9% 4% False True 19,721
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 0.024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.800
2.618 4.604
1.618 4.484
1.000 4.410
0.618 4.364
HIGH 4.290
0.618 4.244
0.500 4.230
0.382 4.216
LOW 4.170
0.618 4.096
1.000 4.050
1.618 3.976
2.618 3.856
4.250 3.660
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 4.239 4.244
PP 4.235 4.244
S1 4.230 4.244

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

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