NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 4.113 4.086 -0.027 -0.7% 4.200
High 4.120 4.124 0.004 0.1% 4.254
Low 4.072 4.070 -0.002 0.0% 4.104
Close 4.095 4.097 0.002 0.0% 4.119
Range 0.048 0.054 0.006 12.5% 0.150
ATR 0.086 0.084 -0.002 -2.7% 0.000
Volume 9,983 9,481 -502 -5.0% 54,422
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.259 4.232 4.127
R3 4.205 4.178 4.112
R2 4.151 4.151 4.107
R1 4.124 4.124 4.102 4.138
PP 4.097 4.097 4.097 4.104
S1 4.070 4.070 4.092 4.084
S2 4.043 4.043 4.087
S3 3.989 4.016 4.082
S4 3.935 3.962 4.067
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 4.070 0.182 4.4% 0.075 1.8% 15% False True 11,337
10 4.315 4.070 0.245 6.0% 0.080 2.0% 11% False True 10,245
20 4.435 4.070 0.365 8.9% 0.079 1.9% 7% False True 9,004
40 4.530 4.070 0.460 11.2% 0.087 2.1% 6% False True 8,017
60 5.116 4.070 1.046 25.5% 0.088 2.2% 3% False True 6,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.354
2.618 4.265
1.618 4.211
1.000 4.178
0.618 4.157
HIGH 4.124
0.618 4.103
0.500 4.097
0.382 4.091
LOW 4.070
0.618 4.037
1.000 4.016
1.618 3.983
2.618 3.929
4.250 3.841
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 4.097 4.134
PP 4.097 4.122
S1 4.097 4.109

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

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