NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 4.130 4.111 -0.019 -0.5% 3.949
High 4.140 4.129 -0.011 -0.3% 4.224
Low 4.050 4.000 -0.050 -1.2% 3.882
Close 4.090 4.096 0.006 0.1% 4.210
Range 0.090 0.129 0.039 43.3% 0.342
ATR 0.107 0.108 0.002 1.5% 0.000
Volume 3,088 2,127 -961 -31.1% 13,717
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.462 4.408 4.167
R3 4.333 4.279 4.131
R2 4.204 4.204 4.120
R1 4.150 4.150 4.108 4.113
PP 4.075 4.075 4.075 4.056
S1 4.021 4.021 4.084 3.984
S2 3.946 3.946 4.072
S3 3.817 3.892 4.061
S4 3.688 3.763 4.025
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 4.000 0.300 7.3% 0.142 3.5% 32% False True 3,818
10 4.300 3.882 0.418 10.2% 0.133 3.2% 51% False False 3,244
20 4.300 3.882 0.418 10.2% 0.100 2.4% 51% False False 2,994
40 4.541 3.882 0.659 16.1% 0.091 2.2% 32% False False 2,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.677
2.618 4.467
1.618 4.338
1.000 4.258
0.618 4.209
HIGH 4.129
0.618 4.080
0.500 4.065
0.382 4.049
LOW 4.000
0.618 3.920
1.000 3.871
1.618 3.791
2.618 3.662
4.250 3.452
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 4.086 4.089
PP 4.075 4.082
S1 4.065 4.075

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

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