NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 4.146 4.118 -0.028 -0.7% 4.256
High 4.173 4.127 -0.046 -1.1% 4.286
Low 4.118 4.004 -0.114 -2.8% 4.142
Close 4.145 4.028 -0.117 -2.8% 4.152
Range 0.055 0.123 0.068 123.6% 0.144
ATR 0.075 0.079 0.005 6.3% 0.000
Volume 1,905 1,048 -857 -45.0% 14,889
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.422 4.348 4.096
R3 4.299 4.225 4.062
R2 4.176 4.176 4.051
R1 4.102 4.102 4.039 4.078
PP 4.053 4.053 4.053 4.041
S1 3.979 3.979 4.017 3.955
S2 3.930 3.930 4.005
S3 3.807 3.856 3.994
S4 3.684 3.733 3.960
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.625 4.533 4.231
R3 4.481 4.389 4.192
R2 4.337 4.337 4.178
R1 4.245 4.245 4.165 4.219
PP 4.193 4.193 4.193 4.181
S1 4.101 4.101 4.139 4.075
S2 4.049 4.049 4.126
S3 3.905 3.957 4.112
S4 3.761 3.813 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.217 4.004 0.213 5.3% 0.068 1.7% 11% False True 2,445
10 4.286 4.004 0.282 7.0% 0.067 1.7% 9% False True 2,744
20 4.401 4.004 0.397 9.9% 0.070 1.7% 6% False True 2,594
40 4.541 4.004 0.537 13.3% 0.079 2.0% 4% False True 2,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.650
2.618 4.449
1.618 4.326
1.000 4.250
0.618 4.203
HIGH 4.127
0.618 4.080
0.500 4.066
0.382 4.051
LOW 4.004
0.618 3.928
1.000 3.881
1.618 3.805
2.618 3.682
4.250 3.481
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 4.066 4.089
PP 4.053 4.068
S1 4.041 4.048

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

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