NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 3.999 3.985 -0.014 -0.4% 4.120
High 4.036 4.082 0.046 1.1% 4.175
Low 3.931 3.985 0.054 1.4% 3.911
Close 4.023 4.024 0.001 0.0% 3.943
Range 0.105 0.097 -0.008 -7.6% 0.264
ATR 0.100 0.100 0.000 -0.2% 0.000
Volume 9,674 14,370 4,696 48.5% 50,909
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.321 4.270 4.077
R3 4.224 4.173 4.051
R2 4.127 4.127 4.042
R1 4.076 4.076 4.033 4.102
PP 4.030 4.030 4.030 4.043
S1 3.979 3.979 4.015 4.005
S2 3.933 3.933 4.006
S3 3.836 3.882 3.997
S4 3.739 3.785 3.971
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 4.135 3.854 0.281 7.0% 0.122 3.0% 60% False False 11,078
10 4.264 3.854 0.410 10.2% 0.098 2.4% 41% False False 11,606
20 4.354 3.854 0.500 12.4% 0.094 2.3% 34% False False 12,187
40 4.613 3.854 0.759 18.9% 0.100 2.5% 22% False False 10,639
60 5.183 3.854 1.329 33.0% 0.098 2.4% 13% False False 8,899
80 5.399 3.854 1.545 38.4% 0.099 2.5% 11% False False 7,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 4.494
2.618 4.336
1.618 4.239
1.000 4.179
0.618 4.142
HIGH 4.082
0.618 4.045
0.500 4.034
0.382 4.022
LOW 3.985
0.618 3.925
1.000 3.888
1.618 3.828
2.618 3.731
4.250 3.573
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 4.034 4.005
PP 4.030 3.987
S1 4.027 3.968

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

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