NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 4.120 4.125 0.005 0.1% 4.250
High 4.150 4.157 0.007 0.2% 4.290
Low 4.100 4.099 -0.001 0.0% 4.135
Close 4.122 4.129 0.007 0.2% 4.153
Range 0.050 0.058 0.008 16.0% 0.155
ATR 0.094 0.092 -0.003 -2.8% 0.000
Volume 12,141 8,705 -3,436 -28.3% 76,235
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.302 4.274 4.161
R3 4.244 4.216 4.145
R2 4.186 4.186 4.140
R1 4.158 4.158 4.134 4.172
PP 4.128 4.128 4.128 4.136
S1 4.100 4.100 4.124 4.114
S2 4.070 4.070 4.118
S3 4.012 4.042 4.113
S4 3.954 3.984 4.097
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 4.099 0.191 4.6% 0.077 1.9% 16% False True 14,201
10 4.354 4.099 0.255 6.2% 0.088 2.1% 12% False True 13,890
20 4.515 4.099 0.416 10.1% 0.088 2.1% 7% False True 11,376
40 4.613 4.099 0.514 12.4% 0.098 2.4% 6% False True 10,022
60 5.327 4.099 1.228 29.7% 0.098 2.4% 2% False True 8,517
80 5.546 4.099 1.447 35.0% 0.101 2.4% 2% False True 7,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.404
2.618 4.309
1.618 4.251
1.000 4.215
0.618 4.193
HIGH 4.157
0.618 4.135
0.500 4.128
0.382 4.121
LOW 4.099
0.618 4.063
1.000 4.041
1.618 4.005
2.618 3.947
4.250 3.853
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 4.129 4.163
PP 4.128 4.151
S1 4.128 4.140

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

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