NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 4.224 4.060 -0.164 -3.9% 3.850
High 4.294 4.120 -0.174 -4.1% 4.200
Low 4.046 3.985 -0.061 -1.5% 3.848
Close 4.057 4.089 0.032 0.8% 4.184
Range 0.248 0.135 -0.113 -45.6% 0.352
ATR 0.116 0.117 0.001 1.2% 0.000
Volume 24,493 18,659 -5,834 -23.8% 59,855
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.470 4.414 4.163
R3 4.335 4.279 4.126
R2 4.200 4.200 4.114
R1 4.144 4.144 4.101 4.172
PP 4.065 4.065 4.065 4.079
S1 4.009 4.009 4.077 4.037
S2 3.930 3.930 4.064
S3 3.795 3.874 4.052
S4 3.660 3.739 4.015
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.133 5.011 4.378
R3 4.781 4.659 4.281
R2 4.429 4.429 4.249
R1 4.307 4.307 4.216 4.368
PP 4.077 4.077 4.077 4.108
S1 3.955 3.955 4.152 4.016
S2 3.725 3.725 4.119
S3 3.373 3.603 4.087
S4 3.021 3.251 3.990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.294 3.905 0.389 9.5% 0.170 4.2% 47% False False 17,110
10 4.294 3.848 0.446 10.9% 0.139 3.4% 54% False False 13,016
20 4.315 3.848 0.467 11.4% 0.110 2.7% 52% False False 11,630
40 4.530 3.848 0.682 16.7% 0.100 2.4% 35% False False 9,618
60 4.791 3.848 0.943 23.1% 0.094 2.3% 26% False False 8,269
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 0.040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.694
2.618 4.473
1.618 4.338
1.000 4.255
0.618 4.203
HIGH 4.120
0.618 4.068
0.500 4.053
0.382 4.037
LOW 3.985
0.618 3.902
1.000 3.850
1.618 3.767
2.618 3.632
4.250 3.411
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 4.077 4.140
PP 4.065 4.123
S1 4.053 4.106

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

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