NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 29-Oct-2010

Day Change Summary
	Previous	Current
	28-Oct-2010	29-Oct-2010	Change	Change %	Previous Week
Open	4.055	4.178	0.123	3.0%	3.949
High	4.153	4.224	0.071	1.7%	4.224
Low	3.944	4.076	0.132	3.3%	3.882
Close	4.125	4.210	0.085	2.1%	4.210
Range	0.209	0.148	-0.061	-29.2%	0.342
ATR	0.095	0.098	0.004	4.0%	0.000
Volume	2,279	3,065	786	34.5%	13,717

Daily Pivots for day following 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.614	4.560	4.291
R3	4.466	4.412	4.251
R2	4.318	4.318	4.237
R1	4.264	4.264	4.224	4.291
PP	4.170	4.170	4.170	4.184
S1	4.116	4.116	4.196	4.143
S2	4.022	4.022	4.183
S3	3.874	3.968	4.169
S4	3.726	3.820	4.129

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.131	5.013	4.398
R3	4.789	4.671	4.304
R2	4.447	4.447	4.273
R1	4.329	4.329	4.241	4.388
PP	4.105	4.105	4.105	4.135
S1	3.987	3.987	4.179	4.046
S2	3.763	3.763	4.147
S3	3.421	3.645	4.116
S4	3.079	3.303	4.022

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.224	3.882	0.342	8.1%	0.129	3.1%	96%	True	False	2,743
10	4.224	3.882	0.342	8.1%	0.103	2.5%	96%	True	False	2,561
20	4.341	3.882	0.459	10.9%	0.087	2.1%	71%	False	False	2,830
40	4.541	3.882	0.659	15.7%	0.084	2.0%	50%	False	False	2,470

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.853
2.618	4.611
1.618	4.463
1.000	4.372
0.618	4.315
HIGH	4.224
0.618	4.167
0.500	4.150
0.382	4.133
LOW	4.076
0.618	3.985
1.000	3.928
1.618	3.837
2.618	3.689
4.250	3.447

Fisher Pivots for day following 29-Oct-2010
Pivot	1 day	3 day
R1	4.190	4.168
PP	4.170	4.126
S1	4.150	4.084

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols