NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 4.270 4.338 0.068 1.6% 4.354
High 4.345 4.354 0.009 0.2% 4.354
Low 4.250 4.195 -0.055 -1.3% 4.194
Close 4.337 4.205 -0.132 -3.0% 4.232
Range 0.095 0.159 0.064 67.4% 0.160
ATR 0.099 0.103 0.004 4.3% 0.000
Volume 10,015 12,950 2,935 29.3% 43,869
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.728 4.626 4.292
R3 4.569 4.467 4.249
R2 4.410 4.410 4.234
R1 4.308 4.308 4.220 4.280
PP 4.251 4.251 4.251 4.237
S1 4.149 4.149 4.190 4.121
S2 4.092 4.092 4.176
S3 3.933 3.990 4.161
S4 3.774 3.831 4.118
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 4.354 4.152 0.202 4.8% 0.093 2.2% 26% True False 11,310
10 4.470 4.152 0.318 7.6% 0.094 2.2% 17% False False 9,569
20 4.613 4.152 0.461 11.0% 0.103 2.5% 11% False False 9,914
40 4.914 4.152 0.762 18.1% 0.099 2.4% 7% False False 7,978
60 5.327 4.152 1.175 27.9% 0.101 2.4% 5% False False 7,058
80 5.749 4.152 1.597 38.0% 0.105 2.5% 3% False False 6,754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.030
2.618 4.770
1.618 4.611
1.000 4.513
0.618 4.452
HIGH 4.354
0.618 4.293
0.500 4.275
0.382 4.256
LOW 4.195
0.618 4.097
1.000 4.036
1.618 3.938
2.618 3.779
4.250 3.519
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 4.275 4.275
PP 4.251 4.251
S1 4.228 4.228

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

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