NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 4.060 4.085 0.025 0.6% 3.850
High 4.120 4.111 -0.009 -0.2% 4.200
Low 3.985 4.011 0.026 0.7% 3.848
Close 4.089 4.057 -0.032 -0.8% 4.184
Range 0.135 0.100 -0.035 -25.9% 0.352
ATR 0.117 0.116 -0.001 -1.0% 0.000
Volume 18,659 15,321 -3,338 -17.9% 59,855
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.360 4.308 4.112
R3 4.260 4.208 4.085
R2 4.160 4.160 4.075
R1 4.108 4.108 4.066 4.084
PP 4.060 4.060 4.060 4.048
S1 4.008 4.008 4.048 3.984
S2 3.960 3.960 4.039
S3 3.860 3.908 4.030
S4 3.760 3.808 4.002
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 9.6% 0.171 4.2% 39% False False 17,428
10 4.294 3.848 0.446 11.0% 0.143 3.5% 47% False False 13,790
20 4.315 3.848 0.467 11.5% 0.111 2.7% 45% False False 12,083
40 4.530 3.848 0.682 16.8% 0.101 2.5% 31% False False 9,825
60 4.791 3.848 0.943 23.2% 0.094 2.3% 22% False False 8,439
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.536
2.618 4.373
1.618 4.273
1.000 4.211
0.618 4.173
HIGH 4.111
0.618 4.073
0.500 4.061
0.382 4.049
LOW 4.011
0.618 3.949
1.000 3.911
1.618 3.849
2.618 3.749
4.250 3.586
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 4.061 4.140
PP 4.060 4.112
S1 4.058 4.085

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

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