NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 3.850 3.971 0.121 3.1% 4.113
High 3.962 4.012 0.050 1.3% 4.141
Low 3.848 3.910 0.062 1.6% 3.890
Close 3.905 4.003 0.098 2.5% 3.921
Range 0.114 0.102 -0.012 -10.5% 0.251
ATR 0.092 0.093 0.001 1.2% 0.000
Volume 8,731 8,726 -5 -0.1% 46,618
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.281 4.244 4.059
R3 4.179 4.142 4.031
R2 4.077 4.077 4.022
R1 4.040 4.040 4.012 4.059
PP 3.975 3.975 3.975 3.984
S1 3.938 3.938 3.994 3.957
S2 3.873 3.873 3.984
S3 3.771 3.836 3.975
S4 3.669 3.734 3.947
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 3.848 0.293 7.3% 0.109 2.7% 53% False False 8,922
10 4.252 3.848 0.404 10.1% 0.092 2.3% 38% False False 10,129
20 4.315 3.848 0.467 11.7% 0.085 2.1% 33% False False 9,527
40 4.530 3.848 0.682 17.0% 0.090 2.3% 23% False False 8,342
60 5.037 3.848 1.189 29.7% 0.089 2.2% 13% False False 7,231
Crabel Price Patterns
NR True
NR4 True
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 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.446
2.618 4.279
1.618 4.177
1.000 4.114
0.618 4.075
HIGH 4.012
0.618 3.973
0.500 3.961
0.382 3.949
LOW 3.910
0.618 3.847
1.000 3.808
1.618 3.745
2.618 3.643
4.250 3.477
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 3.989 3.979
PP 3.975 3.956
S1 3.961 3.932

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

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