NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 4.178 4.298 0.120 2.9% 3.949
High 4.224 4.300 0.076 1.8% 4.224
Low 4.076 4.084 0.008 0.2% 3.882
Close 4.210 4.092 -0.118 -2.8% 4.210
Range 0.148 0.216 0.068 45.9% 0.342
ATR 0.098 0.107 0.008 8.5% 0.000
Volume 3,065 7,168 4,103 133.9% 13,717
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.807 4.665 4.211
R3 4.591 4.449 4.151
R2 4.375 4.375 4.132
R1 4.233 4.233 4.112 4.196
PP 4.159 4.159 4.159 4.140
S1 4.017 4.017 4.072 3.980
S2 3.943 3.943 4.052
S3 3.727 3.801 4.033
S4 3.511 3.585 3.973
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 4.300 3.944 0.356 8.7% 0.150 3.7% 42% True False 3,648
10 4.300 3.882 0.418 10.2% 0.121 3.0% 50% True False 2,957
20 4.341 3.882 0.459 11.2% 0.095 2.3% 46% False False 3,034
40 4.541 3.882 0.659 16.1% 0.087 2.1% 32% False False 2,548
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 0.030
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 5.218
2.618 4.865
1.618 4.649
1.000 4.516
0.618 4.433
HIGH 4.300
0.618 4.217
0.500 4.192
0.382 4.167
LOW 4.084
0.618 3.951
1.000 3.868
1.618 3.735
2.618 3.519
4.250 3.166
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 4.192 4.122
PP 4.159 4.112
S1 4.125 4.102

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

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