NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 4.085 4.069 -0.016 -0.4% 3.850
High 4.111 4.100 -0.011 -0.3% 4.200
Low 4.011 3.964 -0.047 -1.2% 3.848
Close 4.057 4.065 0.008 0.2% 4.184
Range 0.100 0.136 0.036 36.0% 0.352
ATR 0.116 0.117 0.001 1.2% 0.000
Volume 15,321 9,131 -6,190 -40.4% 59,855
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.451 4.394 4.140
R3 4.315 4.258 4.102
R2 4.179 4.179 4.090
R1 4.122 4.122 4.077 4.083
PP 4.043 4.043 4.043 4.023
S1 3.986 3.986 4.053 3.947
S2 3.907 3.907 4.040
S3 3.771 3.850 4.028
S4 3.635 3.714 3.990
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 3.964 0.330 8.1% 0.156 3.8% 31% False True 17,183
10 4.294 3.848 0.446 11.0% 0.143 3.5% 49% False False 13,885
20 4.294 3.848 0.446 11.0% 0.110 2.7% 49% False False 11,992
40 4.530 3.848 0.682 16.8% 0.103 2.5% 32% False False 9,932
60 4.791 3.848 0.943 23.2% 0.096 2.4% 23% False False 8,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.678
2.618 4.456
1.618 4.320
1.000 4.236
0.618 4.184
HIGH 4.100
0.618 4.048
0.500 4.032
0.382 4.016
LOW 3.964
0.618 3.880
1.000 3.828
1.618 3.744
2.618 3.608
4.250 3.386
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 4.054 4.057
PP 4.043 4.050
S1 4.032 4.042

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

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