NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 4.119 4.030 -0.089 -2.2% 4.120
High 4.135 4.039 -0.096 -2.3% 4.175
Low 3.987 3.911 -0.076 -1.9% 3.911
Close 4.016 3.943 -0.073 -1.8% 3.943
Range 0.148 0.128 -0.020 -13.5% 0.264
ATR 0.094 0.097 0.002 2.6% 0.000
Volume 9,029 12,407 3,378 37.4% 50,909
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.348 4.274 4.013
R3 4.220 4.146 3.978
R2 4.092 4.092 3.966
R1 4.018 4.018 3.955 3.991
PP 3.964 3.964 3.964 3.951
S1 3.890 3.890 3.931 3.863
S2 3.836 3.836 3.920
S3 3.708 3.762 3.908
S4 3.580 3.634 3.873
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.802 4.636 4.088
R3 4.538 4.372 4.016
R2 4.274 4.274 3.991
R1 4.108 4.108 3.967 4.059
PP 4.010 4.010 4.010 3.985
S1 3.844 3.844 3.919 3.795
S2 3.746 3.746 3.895
S3 3.482 3.580 3.870
S4 3.218 3.316 3.798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.175 3.911 0.264 6.7% 0.089 2.3% 12% False True 10,181
10 4.290 3.911 0.379 9.6% 0.086 2.2% 8% False True 12,714
20 4.354 3.911 0.443 11.2% 0.090 2.3% 7% False True 11,714
40 4.613 3.911 0.702 17.8% 0.100 2.5% 5% False True 10,317
60 5.327 3.911 1.416 35.9% 0.099 2.5% 2% False True 8,715
80 5.458 3.911 1.547 39.2% 0.101 2.6% 2% False True 7,685
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.583
2.618 4.374
1.618 4.246
1.000 4.167
0.618 4.118
HIGH 4.039
0.618 3.990
0.500 3.975
0.382 3.960
LOW 3.911
0.618 3.832
1.000 3.783
1.618 3.704
2.618 3.576
4.250 3.367
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 3.975 4.043
PP 3.964 4.010
S1 3.954 3.976

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

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