NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 4.035 4.048 0.013 0.3% 4.184
High 4.077 4.123 0.046 1.1% 4.219
Low 3.965 4.018 0.053 1.3% 3.950
Close 4.060 4.063 0.003 0.1% 3.982
Range 0.112 0.105 -0.007 -6.3% 0.269
ATR 0.104 0.104 0.000 0.1% 0.000
Volume 7,985 11,226 3,241 40.6% 53,107
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.383 4.328 4.121
R3 4.278 4.223 4.092
R2 4.173 4.173 4.082
R1 4.118 4.118 4.073 4.146
PP 4.068 4.068 4.068 4.082
S1 4.013 4.013 4.053 4.041
S2 3.963 3.963 4.044
S3 3.858 3.908 4.034
S4 3.753 3.803 4.005
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 4.184 3.894 0.290 7.1% 0.127 3.1% 58% False False 10,089
10 4.317 3.894 0.423 10.4% 0.103 2.5% 40% False False 11,242
20 4.415 3.894 0.521 12.8% 0.098 2.4% 32% False False 13,251
40 4.678 3.894 0.784 19.3% 0.102 2.5% 22% False False 9,222
60 5.280 3.894 1.386 34.1% 0.101 2.5% 12% False False 7,181
80 5.469 3.894 1.575 38.8% 0.102 2.5% 11% False False 5,917
100 5.861 3.894 1.967 48.4% 0.106 2.6% 9% False False 5,162
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.569
2.618 4.398
1.618 4.293
1.000 4.228
0.618 4.188
HIGH 4.123
0.618 4.083
0.500 4.071
0.382 4.058
LOW 4.018
0.618 3.953
1.000 3.913
1.618 3.848
2.618 3.743
4.250 3.572
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 4.071 4.045
PP 4.068 4.027
S1 4.066 4.009

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

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