NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 3.959 4.048 0.089 2.2% 4.120
High 4.043 4.089 0.046 1.1% 4.173
Low 3.950 4.005 0.055 1.4% 3.928
Close 4.038 4.043 0.005 0.1% 3.957
Range 0.093 0.084 -0.009 -9.7% 0.245
ATR 0.086 0.086 0.000 -0.2% 0.000
Volume 2,534 3,195 661 26.1% 11,893
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.298 4.254 4.089
R3 4.214 4.170 4.066
R2 4.130 4.130 4.058
R1 4.086 4.086 4.051 4.066
PP 4.046 4.046 4.046 4.036
S1 4.002 4.002 4.035 3.982
S2 3.962 3.962 4.028
S3 3.878 3.918 4.020
S4 3.794 3.834 3.997
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.754 4.601 4.092
R3 4.509 4.356 4.024
R2 4.264 4.264 4.002
R1 4.111 4.111 3.979 4.065
PP 4.019 4.019 4.019 3.997
S1 3.866 3.866 3.935 3.820
S2 3.774 3.774 3.912
S3 3.529 3.621 3.890
S4 3.284 3.376 3.822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.127 3.882 0.245 6.1% 0.107 2.6% 66% False False 2,425
10 4.256 3.882 0.374 9.3% 0.084 2.1% 43% False False 2,753
20 4.341 3.882 0.459 11.4% 0.077 1.9% 35% False False 2,802
40 4.541 3.882 0.659 16.3% 0.080 2.0% 24% False False 2,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.446
2.618 4.309
1.618 4.225
1.000 4.173
0.618 4.141
HIGH 4.089
0.618 4.057
0.500 4.047
0.382 4.037
LOW 4.005
0.618 3.953
1.000 3.921
1.618 3.869
2.618 3.785
4.250 3.648
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 4.047 4.024
PP 4.046 4.005
S1 4.044 3.986

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

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