NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 4.100 4.004 -0.096 -2.3% 4.113
High 4.105 4.016 -0.089 -2.2% 4.141
Low 3.967 3.890 -0.077 -1.9% 3.890
Close 3.992 3.921 -0.071 -1.8% 3.921
Range 0.138 0.126 -0.012 -8.7% 0.251
ATR 0.087 0.090 0.003 3.2% 0.000
Volume 8,175 11,398 3,223 39.4% 46,618
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.320 4.247 3.990
R3 4.194 4.121 3.956
R2 4.068 4.068 3.944
R1 3.995 3.995 3.933 3.969
PP 3.942 3.942 3.942 3.929
S1 3.869 3.869 3.909 3.843
S2 3.816 3.816 3.898
S3 3.690 3.743 3.886
S4 3.564 3.617 3.852
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.737 4.580 4.059
R3 4.486 4.329 3.990
R2 4.235 4.235 3.967
R1 4.078 4.078 3.944 4.031
PP 3.984 3.984 3.984 3.961
S1 3.827 3.827 3.898 3.780
S2 3.733 3.733 3.875
S3 3.482 3.576 3.852
S4 3.231 3.325 3.783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.141 3.890 0.251 6.4% 0.086 2.2% 12% False True 9,323
10 4.254 3.890 0.364 9.3% 0.083 2.1% 9% False True 10,104
20 4.315 3.890 0.425 10.8% 0.083 2.1% 7% False True 9,374
40 4.530 3.890 0.640 16.3% 0.091 2.3% 5% False True 8,190
60 5.116 3.890 1.226 31.3% 0.090 2.3% 3% False True 7,142
Crabel Price Patterns
NR True
NR4 False
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.552
2.618 4.346
1.618 4.220
1.000 4.142
0.618 4.094
HIGH 4.016
0.618 3.968
0.500 3.953
0.382 3.938
LOW 3.890
0.618 3.812
1.000 3.764
1.618 3.686
2.618 3.560
4.250 3.355
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 3.953 4.016
PP 3.942 3.984
S1 3.932 3.953

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

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