NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 4.338 4.219 -0.119 -2.7% 4.192
High 4.354 4.279 -0.075 -1.7% 4.354
Low 4.195 4.175 -0.020 -0.5% 4.152
Close 4.205 4.270 0.065 1.5% 4.270
Range 0.159 0.104 -0.055 -34.6% 0.202
ATR 0.103 0.103 0.000 0.0% 0.000
Volume 12,950 18,854 5,904 45.6% 63,267
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.553 4.516 4.327
R3 4.449 4.412 4.299
R2 4.345 4.345 4.289
R1 4.308 4.308 4.280 4.327
PP 4.241 4.241 4.241 4.251
S1 4.204 4.204 4.260 4.223
S2 4.137 4.137 4.251
S3 4.033 4.100 4.241
S4 3.929 3.996 4.213
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.865 4.769 4.381
R3 4.663 4.567 4.326
R2 4.461 4.461 4.307
R1 4.365 4.365 4.289 4.413
PP 4.259 4.259 4.259 4.283
S1 4.163 4.163 4.251 4.211
S2 4.057 4.057 4.233
S3 3.855 3.961 4.214
S4 3.653 3.759 4.159
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 4.7% 0.101 2.4% 58% False False 12,653
10 4.354 4.152 0.202 4.7% 0.095 2.2% 58% False False 10,713
20 4.613 4.152 0.461 10.8% 0.104 2.4% 26% False False 10,102
40 4.914 4.152 0.762 17.8% 0.100 2.3% 15% False False 8,242
60 5.327 4.152 1.175 27.5% 0.100 2.3% 10% False False 7,323
80 5.710 4.152 1.558 36.5% 0.104 2.4% 8% False False 6,824
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 4.721
2.618 4.551
1.618 4.447
1.000 4.383
0.618 4.343
HIGH 4.279
0.618 4.239
0.500 4.227
0.382 4.215
LOW 4.175
0.618 4.111
1.000 4.071
1.618 4.007
2.618 3.903
4.250 3.733
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 4.256 4.268
PP 4.241 4.266
S1 4.227 4.265

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

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