NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 4.242 4.270 0.028 0.7% 4.354
High 4.273 4.345 0.072 1.7% 4.354
Low 4.211 4.250 0.039 0.9% 4.194
Close 4.254 4.337 0.083 2.0% 4.232
Range 0.062 0.095 0.033 53.2% 0.160
ATR 0.099 0.099 0.000 -0.3% 0.000
Volume 10,401 10,015 -386 -3.7% 43,869
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.596 4.561 4.389
R3 4.501 4.466 4.363
R2 4.406 4.406 4.354
R1 4.371 4.371 4.346 4.389
PP 4.311 4.311 4.311 4.319
S1 4.276 4.276 4.328 4.294
S2 4.216 4.216 4.320
S3 4.121 4.181 4.311
S4 4.026 4.086 4.285
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 4.345 4.152 0.193 4.5% 0.086 2.0% 96% True False 10,168
10 4.515 4.152 0.363 8.4% 0.089 2.1% 51% False False 8,863
20 4.613 4.152 0.461 10.6% 0.099 2.3% 40% False False 9,836
40 4.914 4.152 0.762 17.6% 0.096 2.2% 24% False False 7,768
60 5.327 4.152 1.175 27.1% 0.100 2.3% 16% False False 6,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.749
2.618 4.594
1.618 4.499
1.000 4.440
0.618 4.404
HIGH 4.345
0.618 4.309
0.500 4.298
0.382 4.286
LOW 4.250
0.618 4.191
1.000 4.155
1.618 4.096
2.618 4.001
4.250 3.846
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 4.324 4.308
PP 4.311 4.278
S1 4.298 4.249

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

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