NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 4.069 4.060 -0.009 -0.2% 4.224
High 4.100 4.120 0.020 0.5% 4.294
Low 3.964 4.044 0.080 2.0% 3.964
Close 4.065 4.112 0.047 1.2% 4.112
Range 0.136 0.076 -0.060 -44.1% 0.330
ATR 0.117 0.114 -0.003 -2.5% 0.000
Volume 9,131 19,141 10,010 109.6% 86,745
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.320 4.292 4.154
R3 4.244 4.216 4.133
R2 4.168 4.168 4.126
R1 4.140 4.140 4.119 4.154
PP 4.092 4.092 4.092 4.099
S1 4.064 4.064 4.105 4.078
S2 4.016 4.016 4.098
S3 3.940 3.988 4.091
S4 3.864 3.912 4.070
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.113 4.943 4.294
R3 4.783 4.613 4.203
R2 4.453 4.453 4.173
R1 4.283 4.283 4.142 4.203
PP 4.123 4.123 4.123 4.084
S1 3.953 3.953 4.082 3.873
S2 3.793 3.793 4.052
S3 3.463 3.623 4.021
S4 3.133 3.293 3.931
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 8.0% 0.139 3.4% 45% False False 17,349
10 4.294 3.848 0.446 10.8% 0.138 3.4% 59% False False 14,660
20 4.294 3.848 0.446 10.8% 0.110 2.7% 59% False False 12,382
40 4.530 3.848 0.682 16.6% 0.102 2.5% 39% False False 10,257
60 4.791 3.848 0.943 22.9% 0.096 2.3% 28% False False 8,722
80 5.116 3.848 1.268 30.8% 0.094 2.3% 21% False False 7,671
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.043
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.443
2.618 4.319
1.618 4.243
1.000 4.196
0.618 4.167
HIGH 4.120
0.618 4.091
0.500 4.082
0.382 4.073
LOW 4.044
0.618 3.997
1.000 3.968
1.618 3.921
2.618 3.845
4.250 3.721
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 4.102 4.089
PP 4.092 4.065
S1 4.082 4.042

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

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