NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 4.283 4.184 -0.099 -2.3% 4.320
High 4.283 4.195 -0.088 -2.1% 4.355
Low 4.183 4.145 -0.038 -0.9% 4.183
Close 4.202 4.165 -0.037 -0.9% 4.202
Range 0.100 0.050 -0.050 -50.0% 0.172
ATR 0.102 0.098 -0.003 -3.1% 0.000
Volume 16,682 11,489 -5,193 -31.1% 84,807
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.318 4.292 4.193
R3 4.268 4.242 4.179
R2 4.218 4.218 4.174
R1 4.192 4.192 4.170 4.180
PP 4.168 4.168 4.168 4.163
S1 4.142 4.142 4.160 4.130
S2 4.118 4.118 4.156
S3 4.068 4.092 4.151
S4 4.018 4.042 4.138
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.763 4.654 4.297
R3 4.591 4.482 4.249
R2 4.419 4.419 4.234
R1 4.310 4.310 4.218 4.279
PP 4.247 4.247 4.247 4.231
S1 4.138 4.138 4.186 4.107
S2 4.075 4.075 4.170
S3 3.903 3.966 4.155
S4 3.731 3.794 4.107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.347 4.145 0.202 4.8% 0.084 2.0% 10% False True 15,722
10 4.415 4.145 0.270 6.5% 0.093 2.2% 7% False True 16,400
20 4.600 4.145 0.455 10.9% 0.092 2.2% 4% False True 11,397
40 4.722 4.145 0.577 13.9% 0.100 2.4% 3% False True 8,123
60 5.434 4.145 1.289 30.9% 0.101 2.4% 2% False True 6,327
80 5.687 4.145 1.542 37.0% 0.104 2.5% 1% False True 5,203
100 5.861 4.145 1.716 41.2% 0.108 2.6% 1% False True 4,568
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.018
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 4.408
2.618 4.326
1.618 4.276
1.000 4.245
0.618 4.226
HIGH 4.195
0.618 4.176
0.500 4.170
0.382 4.164
LOW 4.145
0.618 4.114
1.000 4.095
1.618 4.064
2.618 4.014
4.250 3.933
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 4.170 4.231
PP 4.168 4.209
S1 4.167 4.187

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

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