NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 4.146 4.255 0.109 2.6% 3.935
High 4.285 4.402 0.117 2.7% 4.285
Low 4.080 4.079 -0.001 0.0% 3.868
Close 4.265 4.086 -0.179 -4.2% 4.265
Range 0.205 0.323 0.118 57.6% 0.417
ATR 0.125 0.139 0.014 11.3% 0.000
Volume 50,394 58,637 8,243 16.4% 172,598
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.158 4.945 4.264
R3 4.835 4.622 4.175
R2 4.512 4.512 4.145
R1 4.299 4.299 4.116 4.244
PP 4.189 4.189 4.189 4.162
S1 3.976 3.976 4.056 3.921
S2 3.866 3.866 4.027
S3 3.543 3.653 3.997
S4 3.220 3.330 3.908
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.390 5.245 4.494
R3 4.973 4.828 4.380
R2 4.556 4.556 4.341
R1 4.411 4.411 4.303 4.484
PP 4.139 4.139 4.139 4.176
S1 3.994 3.994 4.227 4.067
S2 3.722 3.722 4.189
S3 3.305 3.577 4.150
S4 2.888 3.160 4.036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.402 3.916 0.486 11.9% 0.202 4.9% 35% True False 41,469
10 4.402 3.868 0.534 13.1% 0.156 3.8% 41% True False 36,455
20 4.402 3.868 0.534 13.1% 0.128 3.1% 41% True False 45,713
40 4.681 3.868 0.813 19.9% 0.122 3.0% 27% False False 34,062
60 5.182 3.868 1.314 32.2% 0.117 2.9% 17% False False 28,479
80 5.468 3.868 1.600 39.2% 0.117 2.9% 14% False False 25,263
100 5.949 3.868 2.081 50.9% 0.121 3.0% 10% False False 22,792
120 5.949 3.868 2.081 50.9% 0.124 3.0% 10% False False 20,888
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 0.051
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 5.775
2.618 5.248
1.618 4.925
1.000 4.725
0.618 4.602
HIGH 4.402
0.618 4.279
0.500 4.241
0.382 4.202
LOW 4.079
0.618 3.879
1.000 3.756
1.618 3.556
2.618 3.233
4.250 2.706
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 4.241 4.159
PP 4.189 4.135
S1 4.138 4.110

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

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