NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 3.985 4.028 0.043 1.1% 4.120
High 4.082 4.142 0.060 1.5% 4.175
Low 3.985 3.920 -0.065 -1.6% 3.911
Close 4.024 4.116 0.092 2.3% 3.943
Range 0.097 0.222 0.125 128.9% 0.264
ATR 0.100 0.108 0.009 8.8% 0.000
Volume 14,370 10,830 -3,540 -24.6% 50,909
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.725 4.643 4.238
R3 4.503 4.421 4.177
R2 4.281 4.281 4.157
R1 4.199 4.199 4.136 4.240
PP 4.059 4.059 4.059 4.080
S1 3.977 3.977 4.096 4.018
S2 3.837 3.837 4.075
S3 3.615 3.755 4.055
S4 3.393 3.533 3.994
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 4.142 3.854 0.288 7.0% 0.137 3.3% 91% True False 11,438
10 4.226 3.854 0.372 9.0% 0.109 2.7% 70% False False 10,894
20 4.354 3.854 0.500 12.1% 0.099 2.4% 52% False False 12,366
40 4.613 3.854 0.759 18.4% 0.103 2.5% 35% False False 10,705
60 5.183 3.854 1.329 32.3% 0.101 2.4% 20% False False 8,969
80 5.327 3.854 1.473 35.8% 0.101 2.4% 18% False False 7,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.723
1.618 4.501
1.000 4.364
0.618 4.279
HIGH 4.142
0.618 4.057
0.500 4.031
0.382 4.005
LOW 3.920
0.618 3.783
1.000 3.698
1.618 3.561
2.618 3.339
4.250 2.977
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 4.088 4.088
PP 4.059 4.059
S1 4.031 4.031

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

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