NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 4.030 3.880 -0.150 -3.7% 4.120
High 4.039 3.986 -0.053 -1.3% 4.175
Low 3.911 3.854 -0.057 -1.5% 3.911
Close 3.943 3.926 -0.017 -0.4% 3.943
Range 0.128 0.132 0.004 3.1% 0.264
ATR 0.097 0.099 0.003 2.6% 0.000
Volume 12,407 9,911 -2,496 -20.1% 50,909
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.318 4.254 3.999
R3 4.186 4.122 3.962
R2 4.054 4.054 3.950
R1 3.990 3.990 3.938 4.022
PP 3.922 3.922 3.922 3.938
S1 3.858 3.858 3.914 3.890
S2 3.790 3.790 3.902
S3 3.658 3.726 3.890
S4 3.526 3.594 3.853
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 3.854 0.321 8.2% 0.105 2.7% 22% False True 9,735
10 4.290 3.854 0.436 11.1% 0.093 2.4% 17% False True 12,177
20 4.354 3.854 0.500 12.7% 0.092 2.3% 14% False True 11,969
40 4.613 3.854 0.759 19.3% 0.101 2.6% 9% False True 10,362
60 5.327 3.854 1.473 37.5% 0.100 2.5% 5% False True 8,740
80 5.458 3.854 1.604 40.9% 0.100 2.6% 4% False True 7,694
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.547
2.618 4.332
1.618 4.200
1.000 4.118
0.618 4.068
HIGH 3.986
0.618 3.936
0.500 3.920
0.382 3.904
LOW 3.854
0.618 3.772
1.000 3.722
1.618 3.640
2.618 3.508
4.250 3.293
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 3.924 3.995
PP 3.922 3.972
S1 3.920 3.949

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

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