NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 4.219 4.250 0.031 0.7% 4.192
High 4.279 4.290 0.011 0.3% 4.354
Low 4.175 4.230 0.055 1.3% 4.152
Close 4.270 4.269 -0.001 0.0% 4.270
Range 0.104 0.060 -0.044 -42.3% 0.202
ATR 0.103 0.100 -0.003 -3.0% 0.000
Volume 18,854 15,276 -3,578 -19.0% 63,267
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.443 4.416 4.302
R3 4.383 4.356 4.286
R2 4.323 4.323 4.280
R1 4.296 4.296 4.275 4.310
PP 4.263 4.263 4.263 4.270
S1 4.236 4.236 4.264 4.250
S2 4.203 4.203 4.258
S3 4.143 4.176 4.253
S4 4.083 4.116 4.236
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 4.175 0.179 4.2% 0.096 2.2% 53% False False 13,499
10 4.354 4.152 0.202 4.7% 0.090 2.1% 58% False False 11,760
20 4.613 4.152 0.461 10.8% 0.102 2.4% 25% False False 10,421
40 4.911 4.152 0.759 17.8% 0.100 2.4% 15% False False 8,499
60 5.327 4.152 1.175 27.5% 0.099 2.3% 10% False False 7,465
80 5.709 4.152 1.557 36.5% 0.104 2.4% 8% False False 6,907
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.545
2.618 4.447
1.618 4.387
1.000 4.350
0.618 4.327
HIGH 4.290
0.618 4.267
0.500 4.260
0.382 4.253
LOW 4.230
0.618 4.193
1.000 4.170
1.618 4.133
2.618 4.073
4.250 3.975
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 4.266 4.268
PP 4.263 4.266
S1 4.260 4.265

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

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