NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 3.971 4.000 0.029 0.7% 4.113
High 4.012 4.059 0.047 1.2% 4.141
Low 3.910 3.965 0.055 1.4% 3.890
Close 4.003 4.006 0.003 0.1% 3.921
Range 0.102 0.094 -0.008 -7.8% 0.251
ATR 0.093 0.093 0.000 0.1% 0.000
Volume 8,726 13,727 5,001 57.3% 46,618
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.292 4.243 4.058
R3 4.198 4.149 4.032
R2 4.104 4.104 4.023
R1 4.055 4.055 4.015 4.080
PP 4.010 4.010 4.010 4.022
S1 3.961 3.961 3.997 3.986
S2 3.916 3.916 3.989
S3 3.822 3.867 3.980
S4 3.728 3.773 3.954
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 4.105 3.848 0.257 6.4% 0.115 2.9% 61% False False 10,151
10 4.228 3.848 0.380 9.5% 0.094 2.3% 42% False False 10,319
20 4.315 3.848 0.467 11.7% 0.087 2.2% 34% False False 9,898
40 4.530 3.848 0.682 17.0% 0.090 2.3% 23% False False 8,495
60 5.034 3.848 1.186 29.6% 0.089 2.2% 13% False False 7,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.459
2.618 4.305
1.618 4.211
1.000 4.153
0.618 4.117
HIGH 4.059
0.618 4.023
0.500 4.012
0.382 4.001
LOW 3.965
0.618 3.907
1.000 3.871
1.618 3.813
2.618 3.719
4.250 3.566
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 4.012 3.989
PP 4.010 3.971
S1 4.008 3.954

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

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