NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 4.136 4.119 -0.017 -0.4% 4.250
High 4.175 4.135 -0.040 -1.0% 4.290
Low 4.115 3.987 -0.128 -3.1% 4.135
Close 4.141 4.016 -0.125 -3.0% 4.153
Range 0.060 0.148 0.088 146.7% 0.155
ATR 0.089 0.094 0.005 5.2% 0.000
Volume 8,627 9,029 402 4.7% 76,235
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.490 4.401 4.097
R3 4.342 4.253 4.057
R2 4.194 4.194 4.043
R1 4.105 4.105 4.030 4.076
PP 4.046 4.046 4.046 4.031
S1 3.957 3.957 4.002 3.928
S2 3.898 3.898 3.989
S3 3.750 3.809 3.975
S4 3.602 3.661 3.935
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 4.226 3.987 0.239 6.0% 0.081 2.0% 12% False True 10,351
10 4.290 3.987 0.303 7.5% 0.084 2.1% 10% False True 13,359
20 4.470 3.987 0.483 12.0% 0.089 2.2% 6% False True 11,464
40 4.613 3.987 0.626 15.6% 0.099 2.5% 5% False True 10,154
60 5.327 3.987 1.340 33.4% 0.099 2.5% 2% False True 8,730
80 5.458 3.987 1.471 36.6% 0.101 2.5% 2% False True 7,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.764
2.618 4.522
1.618 4.374
1.000 4.283
0.618 4.226
HIGH 4.135
0.618 4.078
0.500 4.061
0.382 4.044
LOW 3.987
0.618 3.896
1.000 3.839
1.618 3.748
2.618 3.600
4.250 3.358
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 4.061 4.081
PP 4.046 4.059
S1 4.031 4.038

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

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