NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 4.181 4.113 -0.068 -1.6% 4.200
High 4.198 4.120 -0.078 -1.9% 4.254
Low 4.104 4.072 -0.032 -0.8% 4.104
Close 4.119 4.095 -0.024 -0.6% 4.119
Range 0.094 0.048 -0.046 -48.9% 0.150
ATR 0.089 0.086 -0.003 -3.3% 0.000
Volume 13,477 9,983 -3,494 -25.9% 54,422
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.240 4.215 4.121
R3 4.192 4.167 4.108
R2 4.144 4.144 4.104
R1 4.119 4.119 4.099 4.108
PP 4.096 4.096 4.096 4.090
S1 4.071 4.071 4.091 4.060
S2 4.048 4.048 4.086
S3 4.000 4.023 4.082
S4 3.952 3.975 4.069
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.609 4.514 4.202
R3 4.459 4.364 4.160
R2 4.309 4.309 4.147
R1 4.214 4.214 4.133 4.187
PP 4.159 4.159 4.159 4.145
S1 4.064 4.064 4.105 4.037
S2 4.009 4.009 4.092
S3 3.859 3.914 4.078
S4 3.709 3.764 4.037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.252 4.072 0.180 4.4% 0.078 1.9% 13% False True 10,868
10 4.315 4.072 0.243 5.9% 0.082 2.0% 9% False True 10,128
20 4.435 4.072 0.363 8.9% 0.081 2.0% 6% False True 8,895
40 4.551 4.072 0.479 11.7% 0.087 2.1% 5% False True 7,865
60 5.116 4.072 1.044 25.5% 0.089 2.2% 2% False True 6,843
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.010
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 4.324
2.618 4.246
1.618 4.198
1.000 4.168
0.618 4.150
HIGH 4.120
0.618 4.102
0.500 4.096
0.382 4.090
LOW 4.072
0.618 4.042
1.000 4.024
1.618 3.994
2.618 3.946
4.250 3.868
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 4.096 4.150
PP 4.096 4.132
S1 4.095 4.113

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

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