NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 4.250 4.231 -0.019 -0.4% 4.290
High 4.290 4.257 -0.033 -0.8% 4.321
Low 4.170 4.151 -0.019 -0.5% 4.151
Close 4.244 4.169 -0.075 -1.8% 4.169
Range 0.120 0.106 -0.014 -11.7% 0.170
ATR 0.109 0.109 0.000 -0.2% 0.000
Volume 70,580 44,840 -25,740 -36.5% 341,307
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.510 4.446 4.227
R3 4.404 4.340 4.198
R2 4.298 4.298 4.188
R1 4.234 4.234 4.179 4.213
PP 4.192 4.192 4.192 4.182
S1 4.128 4.128 4.159 4.107
S2 4.086 4.086 4.150
S3 3.980 4.022 4.140
S4 3.874 3.916 4.111
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.724 4.616 4.263
R3 4.554 4.446 4.216
R2 4.384 4.384 4.200
R1 4.276 4.276 4.185 4.245
PP 4.214 4.214 4.214 4.198
S1 4.106 4.106 4.153 4.075
S2 4.044 4.044 4.138
S3 3.874 3.936 4.122
S4 3.704 3.766 4.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.321 4.151 0.170 4.1% 0.095 2.3% 11% False True 68,261
10 4.391 4.151 0.240 5.8% 0.102 2.4% 8% False True 54,043
20 4.616 4.151 0.465 11.2% 0.108 2.6% 4% False True 37,289
40 4.819 4.151 0.668 16.0% 0.110 2.6% 3% False True 28,990
60 5.468 4.151 1.317 31.6% 0.112 2.7% 1% False True 24,951
80 5.750 4.151 1.599 38.4% 0.116 2.8% 1% False True 22,028
100 5.949 4.151 1.798 43.1% 0.122 2.9% 1% False True 20,114
120 5.949 4.151 1.798 43.1% 0.122 2.9% 1% False True 18,437
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 False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.708
2.618 4.535
1.618 4.429
1.000 4.363
0.618 4.323
HIGH 4.257
0.618 4.217
0.500 4.204
0.382 4.191
LOW 4.151
0.618 4.085
1.000 4.045
1.618 3.979
2.618 3.873
4.250 3.701
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 4.204 4.234
PP 4.192 4.212
S1 4.181 4.191

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

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