NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 4.233 4.081 -0.152 -3.6% 3.880
High 4.340 4.141 -0.199 -4.6% 4.234
Low 4.065 3.998 -0.067 -1.6% 3.854
Close 4.074 4.109 0.035 0.9% 4.219
Range 0.275 0.143 -0.132 -48.0% 0.380
ATR 0.124 0.126 0.001 1.1% 0.000
Volume 25,679 18,101 -7,578 -29.5% 60,639
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.512 4.453 4.188
R3 4.369 4.310 4.148
R2 4.226 4.226 4.135
R1 4.167 4.167 4.122 4.197
PP 4.083 4.083 4.083 4.097
S1 4.024 4.024 4.096 4.054
S2 3.940 3.940 4.083
S3 3.797 3.881 4.070
S4 3.654 3.738 4.030
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.242 5.111 4.428
R3 4.862 4.731 4.324
R2 4.482 4.482 4.289
R1 4.351 4.351 4.254 4.417
PP 4.102 4.102 4.102 4.135
S1 3.971 3.971 4.184 4.037
S2 3.722 3.722 4.149
S3 3.342 3.591 4.115
S4 2.962 3.211 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.340 3.920 0.420 10.2% 0.181 4.4% 45% False False 16,966
10 4.340 3.854 0.486 11.8% 0.148 3.6% 52% False False 13,448
20 4.354 3.854 0.500 12.2% 0.118 2.9% 51% False False 13,669
40 4.613 3.854 0.759 18.5% 0.109 2.7% 34% False False 11,693
60 4.918 3.854 1.064 25.9% 0.103 2.5% 24% False False 9,688
80 5.327 3.854 1.473 35.8% 0.104 2.5% 17% False False 8,541
Crabel Price Patterns
NR True
NR4 True
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 0.046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.749
2.618 4.515
1.618 4.372
1.000 4.284
0.618 4.229
HIGH 4.141
0.618 4.086
0.500 4.070
0.382 4.053
LOW 3.998
0.618 3.910
1.000 3.855
1.618 3.767
2.618 3.624
4.250 3.390
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 4.096 4.169
PP 4.083 4.149
S1 4.070 4.129

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

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