NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 4.060 3.940 -0.120 -3.0% 4.184
High 4.080 4.020 -0.060 -1.5% 4.219
Low 3.950 3.894 -0.056 -1.4% 3.950
Close 3.982 3.963 -0.019 -0.5% 3.982
Range 0.130 0.126 -0.004 -3.1% 0.269
ATR 0.101 0.103 0.002 1.8% 0.000
Volume 14,163 9,255 -4,908 -34.7% 53,107
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.337 4.276 4.032
R3 4.211 4.150 3.998
R2 4.085 4.085 3.986
R1 4.024 4.024 3.975 4.055
PP 3.959 3.959 3.959 3.974
S1 3.898 3.898 3.951 3.929
S2 3.833 3.833 3.940
S3 3.707 3.772 3.928
S4 3.581 3.646 3.894
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.857 4.689 4.130
R3 4.588 4.420 4.056
R2 4.319 4.319 4.031
R1 4.151 4.151 4.007 4.101
PP 4.050 4.050 4.050 4.025
S1 3.882 3.882 3.957 3.832
S2 3.781 3.781 3.933
S3 3.512 3.613 3.908
S4 3.243 3.344 3.834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.219 3.894 0.325 8.2% 0.110 2.8% 21% False True 10,174
10 4.347 3.894 0.453 11.4% 0.097 2.4% 15% False True 12,948
20 4.415 3.894 0.521 13.1% 0.095 2.4% 13% False True 12,815
40 4.678 3.894 0.784 19.8% 0.103 2.6% 9% False True 8,965
60 5.434 3.894 1.540 38.9% 0.102 2.6% 4% False True 7,006
80 5.560 3.894 1.666 42.0% 0.103 2.6% 4% False True 5,729
100 5.861 3.894 1.967 49.6% 0.107 2.7% 4% False True 5,029
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.556
2.618 4.350
1.618 4.224
1.000 4.146
0.618 4.098
HIGH 4.020
0.618 3.972
0.500 3.957
0.382 3.942
LOW 3.894
0.618 3.816
1.000 3.768
1.618 3.690
2.618 3.564
4.250 3.359
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 3.961 4.039
PP 3.959 4.014
S1 3.957 3.988

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

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