NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 4.081 4.105 0.024 0.6% 3.880
High 4.141 4.131 -0.010 -0.2% 4.234
Low 3.998 4.030 0.032 0.8% 3.854
Close 4.109 4.077 -0.032 -0.8% 4.219
Range 0.143 0.101 -0.042 -29.4% 0.380
ATR 0.126 0.124 -0.002 -1.4% 0.000
Volume 18,101 23,195 5,094 28.1% 60,639
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.382 4.331 4.133
R3 4.281 4.230 4.105
R2 4.180 4.180 4.096
R1 4.129 4.129 4.086 4.104
PP 4.079 4.079 4.079 4.067
S1 4.028 4.028 4.068 4.003
S2 3.978 3.978 4.058
S3 3.877 3.927 4.049
S4 3.776 3.826 4.021
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 10.3% 0.182 4.5% 37% False False 18,731
10 4.340 3.854 0.486 11.9% 0.152 3.7% 46% False False 14,905
20 4.354 3.854 0.500 12.3% 0.118 2.9% 45% False False 14,328
40 4.613 3.854 0.759 18.6% 0.109 2.7% 29% False False 12,082
60 4.914 3.854 1.060 26.0% 0.104 2.5% 21% False False 9,954
80 5.327 3.854 1.473 36.1% 0.104 2.6% 15% False False 8,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.560
2.618 4.395
1.618 4.294
1.000 4.232
0.618 4.193
HIGH 4.131
0.618 4.092
0.500 4.081
0.382 4.069
LOW 4.030
0.618 3.968
1.000 3.929
1.618 3.867
2.618 3.766
4.250 3.601
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 4.081 4.169
PP 4.079 4.138
S1 4.078 4.108

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

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