NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 4.125 4.136 0.011 0.3% 4.250
High 4.157 4.175 0.018 0.4% 4.290
Low 4.099 4.115 0.016 0.4% 4.135
Close 4.129 4.141 0.012 0.3% 4.153
Range 0.058 0.060 0.002 3.4% 0.155
ATR 0.092 0.089 -0.002 -2.5% 0.000
Volume 8,705 8,627 -78 -0.9% 76,235
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.324 4.292 4.174
R3 4.264 4.232 4.158
R2 4.204 4.204 4.152
R1 4.172 4.172 4.147 4.188
PP 4.144 4.144 4.144 4.152
S1 4.112 4.112 4.136 4.128
S2 4.084 4.084 4.130
S3 4.024 4.052 4.125
S4 3.964 3.992 4.108
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 4.264 4.099 0.165 4.0% 0.073 1.8% 25% False False 12,134
10 4.354 4.099 0.255 6.2% 0.085 2.0% 16% False False 13,751
20 4.515 4.099 0.416 10.0% 0.087 2.1% 10% False False 11,307
40 4.613 4.099 0.514 12.4% 0.098 2.4% 8% False False 10,083
60 5.327 4.099 1.228 29.7% 0.098 2.4% 3% False False 8,624
80 5.458 4.099 1.359 32.8% 0.100 2.4% 3% False False 7,537
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.430
2.618 4.332
1.618 4.272
1.000 4.235
0.618 4.212
HIGH 4.175
0.618 4.152
0.500 4.145
0.382 4.138
LOW 4.115
0.618 4.078
1.000 4.055
1.618 4.018
2.618 3.958
4.250 3.860
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 4.145 4.140
PP 4.144 4.138
S1 4.142 4.137

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

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