NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 4.192 4.242 0.050 1.2% 4.354
High 4.239 4.273 0.034 0.8% 4.354
Low 4.152 4.211 0.059 1.4% 4.194
Close 4.231 4.254 0.023 0.5% 4.232
Range 0.087 0.062 -0.025 -28.7% 0.160
ATR 0.102 0.099 -0.003 -2.8% 0.000
Volume 11,047 10,401 -646 -5.8% 43,869
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.432 4.405 4.288
R3 4.370 4.343 4.271
R2 4.308 4.308 4.265
R1 4.281 4.281 4.260 4.295
PP 4.246 4.246 4.246 4.253
S1 4.219 4.219 4.248 4.233
S2 4.184 4.184 4.243
S3 4.122 4.157 4.237
S4 4.060 4.095 4.220
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.740 4.646 4.320
R3 4.580 4.486 4.276
R2 4.420 4.420 4.261
R1 4.326 4.326 4.247 4.293
PP 4.260 4.260 4.260 4.244
S1 4.166 4.166 4.217 4.133
S2 4.100 4.100 4.203
S3 3.940 4.006 4.188
S4 3.780 3.846 4.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.320 4.152 0.168 3.9% 0.081 1.9% 61% False False 9,829
10 4.515 4.152 0.363 8.5% 0.089 2.1% 28% False False 8,862
20 4.613 4.152 0.461 10.8% 0.100 2.3% 22% False False 9,718
40 4.918 4.152 0.766 18.0% 0.096 2.3% 13% False False 7,698
60 5.327 4.152 1.175 27.6% 0.100 2.3% 9% False False 6,832
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.537
2.618 4.435
1.618 4.373
1.000 4.335
0.618 4.311
HIGH 4.273
0.618 4.249
0.500 4.242
0.382 4.235
LOW 4.211
0.618 4.173
1.000 4.149
1.618 4.111
2.618 4.049
4.250 3.948
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 4.250 4.240
PP 4.246 4.226
S1 4.242 4.213

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

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