NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 4.245 4.211 -0.034 -0.8% 4.250
High 4.264 4.226 -0.038 -0.9% 4.290
Low 4.156 4.135 -0.021 -0.5% 4.135
Close 4.220 4.153 -0.067 -1.6% 4.153
Range 0.108 0.091 -0.017 -15.7% 0.155
ATR 0.098 0.098 -0.001 -0.5% 0.000
Volume 17,947 13,254 -4,693 -26.1% 76,235
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.444 4.390 4.203
R3 4.353 4.299 4.178
R2 4.262 4.262 4.170
R1 4.208 4.208 4.161 4.190
PP 4.171 4.171 4.171 4.162
S1 4.117 4.117 4.145 4.099
S2 4.080 4.080 4.136
S3 3.989 4.026 4.128
S4 3.898 3.935 4.103
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.658 4.560 4.238
R3 4.503 4.405 4.196
R2 4.348 4.348 4.181
R1 4.250 4.250 4.167 4.222
PP 4.193 4.193 4.193 4.178
S1 4.095 4.095 4.139 4.067
S2 4.038 4.038 4.125
S3 3.883 3.940 4.110
S4 3.728 3.785 4.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.290 4.135 0.155 3.7% 0.083 2.0% 12% False True 15,247
10 4.354 4.135 0.219 5.3% 0.092 2.2% 8% False True 13,950
20 4.515 4.135 0.380 9.2% 0.096 2.3% 5% False True 11,093
40 4.730 4.135 0.595 14.3% 0.098 2.4% 3% False True 9,694
60 5.327 4.135 1.192 28.7% 0.099 2.4% 2% False True 8,295
80 5.582 4.135 1.447 34.8% 0.102 2.4% 1% False True 7,283
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.613
2.618 4.464
1.618 4.373
1.000 4.317
0.618 4.282
HIGH 4.226
0.618 4.191
0.500 4.181
0.382 4.170
LOW 4.135
0.618 4.079
1.000 4.044
1.618 3.988
2.618 3.897
4.250 3.748
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 4.181 4.213
PP 4.171 4.193
S1 4.162 4.173

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

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