NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 4.211 4.120 -0.091 -2.2% 4.250
High 4.226 4.150 -0.076 -1.8% 4.290
Low 4.135 4.100 -0.035 -0.8% 4.135
Close 4.153 4.122 -0.031 -0.7% 4.153
Range 0.091 0.050 -0.041 -45.1% 0.155
ATR 0.098 0.094 -0.003 -3.3% 0.000
Volume 13,254 12,141 -1,113 -8.4% 76,235
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.274 4.248 4.150
R3 4.224 4.198 4.136
R2 4.174 4.174 4.131
R1 4.148 4.148 4.127 4.161
PP 4.124 4.124 4.124 4.131
S1 4.098 4.098 4.117 4.111
S2 4.074 4.074 4.113
S3 4.024 4.048 4.108
S4 3.974 3.998 4.095
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 4.100 0.190 4.6% 0.081 2.0% 12% False True 14,620
10 4.354 4.100 0.254 6.2% 0.089 2.1% 9% False True 14,059
20 4.515 4.100 0.415 10.1% 0.091 2.2% 5% False True 11,322
40 4.653 4.100 0.553 13.4% 0.098 2.4% 4% False True 9,866
60 5.327 4.100 1.227 29.8% 0.099 2.4% 2% False True 8,428
80 5.582 4.100 1.482 36.0% 0.101 2.5% 1% False True 7,388
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.363
2.618 4.281
1.618 4.231
1.000 4.200
0.618 4.181
HIGH 4.150
0.618 4.131
0.500 4.125
0.382 4.119
LOW 4.100
0.618 4.069
1.000 4.050
1.618 4.019
2.618 3.969
4.250 3.888
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 4.125 4.182
PP 4.124 4.162
S1 4.123 4.142

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

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