NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 4.250 4.255 0.005 0.1% 4.192
High 4.290 4.268 -0.022 -0.5% 4.354
Low 4.230 4.192 -0.038 -0.9% 4.152
Close 4.269 4.247 -0.022 -0.5% 4.270
Range 0.060 0.076 0.016 26.7% 0.202
ATR 0.100 0.099 -0.002 -1.7% 0.000
Volume 15,276 10,799 -4,477 -29.3% 63,267
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.464 4.431 4.289
R3 4.388 4.355 4.268
R2 4.312 4.312 4.261
R1 4.279 4.279 4.254 4.258
PP 4.236 4.236 4.236 4.225
S1 4.203 4.203 4.240 4.182
S2 4.160 4.160 4.233
S3 4.084 4.127 4.226
S4 4.008 4.051 4.205
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% 0.099 2.3% 40% False False 13,578
10 4.354 4.152 0.202 4.8% 0.090 2.1% 47% False False 11,704
20 4.580 4.152 0.428 10.1% 0.098 2.3% 22% False False 10,397
40 4.850 4.152 0.698 16.4% 0.098 2.3% 14% False False 8,703
60 5.327 4.152 1.175 27.7% 0.099 2.3% 8% False False 7,580
80 5.709 4.152 1.557 36.7% 0.103 2.4% 6% False False 6,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.591
2.618 4.467
1.618 4.391
1.000 4.344
0.618 4.315
HIGH 4.268
0.618 4.239
0.500 4.230
0.382 4.221
LOW 4.192
0.618 4.145
1.000 4.116
1.618 4.069
2.618 3.993
4.250 3.869
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 4.241 4.242
PP 4.236 4.237
S1 4.230 4.233

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

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