NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 4.113 4.100 -0.013 -0.3% 4.200
High 4.141 4.105 -0.036 -0.9% 4.254
Low 4.077 3.967 -0.110 -2.7% 4.104
Close 4.112 3.992 -0.120 -2.9% 4.119
Range 0.064 0.138 0.074 115.6% 0.150
ATR 0.083 0.087 0.004 5.4% 0.000
Volume 7,581 8,175 594 7.8% 54,422
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.435 4.352 4.068
R3 4.297 4.214 4.030
R2 4.159 4.159 4.017
R1 4.076 4.076 4.005 4.049
PP 4.021 4.021 4.021 4.008
S1 3.938 3.938 3.979 3.911
S2 3.883 3.883 3.967
S3 3.745 3.800 3.954
S4 3.607 3.662 3.916
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 4.198 3.967 0.231 5.8% 0.080 2.0% 11% False True 9,739
10 4.254 3.967 0.287 7.2% 0.077 1.9% 9% False True 10,098
20 4.385 3.967 0.418 10.5% 0.080 2.0% 6% False True 9,168
40 4.530 3.967 0.563 14.1% 0.089 2.2% 4% False True 8,112
60 5.116 3.967 1.149 28.8% 0.089 2.2% 2% False True 7,156
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.692
2.618 4.466
1.618 4.328
1.000 4.243
0.618 4.190
HIGH 4.105
0.618 4.052
0.500 4.036
0.382 4.020
LOW 3.967
0.618 3.882
1.000 3.829
1.618 3.744
2.618 3.606
4.250 3.381
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 4.036 4.054
PP 4.021 4.033
S1 4.007 4.013

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

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