NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 4.077 4.165 0.088 2.2% 3.940
High 4.185 4.293 0.108 2.6% 4.293
Low 3.953 4.103 0.150 3.8% 3.894
Close 4.157 4.275 0.118 2.8% 4.275
Range 0.232 0.190 -0.042 -18.1% 0.399
ATR 0.113 0.118 0.006 4.9% 0.000
Volume 8,002 14,099 6,097 76.2% 50,567
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.794 4.724 4.380
R3 4.604 4.534 4.327
R2 4.414 4.414 4.310
R1 4.344 4.344 4.292 4.379
PP 4.224 4.224 4.224 4.241
S1 4.154 4.154 4.258 4.189
S2 4.034 4.034 4.240
S3 3.844 3.964 4.223
S4 3.654 3.774 4.171
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.351 5.212 4.494
R3 4.952 4.813 4.385
R2 4.553 4.553 4.348
R1 4.414 4.414 4.312 4.484
PP 4.154 4.154 4.154 4.189
S1 4.015 4.015 4.238 4.085
S2 3.755 3.755 4.202
S3 3.356 3.616 4.165
S4 2.957 3.217 4.056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.293 3.894 0.399 9.3% 0.153 3.6% 95% True False 10,113
10 4.293 3.894 0.399 9.3% 0.124 2.9% 95% True False 10,367
20 4.415 3.894 0.521 12.2% 0.109 2.6% 73% False False 13,472
40 4.678 3.894 0.784 18.3% 0.107 2.5% 49% False False 9,453
60 5.181 3.894 1.287 30.1% 0.104 2.4% 30% False False 7,477
80 5.434 3.894 1.540 36.0% 0.104 2.4% 25% False False 6,149
100 5.861 3.894 1.967 46.0% 0.108 2.5% 19% False False 5,342
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.101
2.618 4.790
1.618 4.600
1.000 4.483
0.618 4.410
HIGH 4.293
0.618 4.220
0.500 4.198
0.382 4.176
LOW 4.103
0.618 3.986
1.000 3.913
1.618 3.796
2.618 3.606
4.250 3.296
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 4.249 4.224
PP 4.224 4.174
S1 4.198 4.123

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

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