NYMEX Natural Gas Future June 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 4.030 4.090 0.060 1.5% 4.188
High 4.100 4.149 0.049 1.2% 4.228
Low 4.008 4.064 0.056 1.4% 3.986
Close 4.097 4.103 0.006 0.1% 4.017
Range 0.092 0.085 -0.007 -7.6% 0.242
ATR 0.086 0.086 0.000 -0.1% 0.000
Volume 1,301 2,128 827 63.6% 5,490
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.360 4.317 4.150
R3 4.275 4.232 4.126
R2 4.190 4.190 4.119
R1 4.147 4.147 4.111 4.169
PP 4.105 4.105 4.105 4.116
S1 4.062 4.062 4.095 4.084
S2 4.020 4.020 4.087
S3 3.935 3.977 4.080
S4 3.850 3.892 4.056
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.803 4.652 4.150
R3 4.561 4.410 4.084
R2 4.319 4.319 4.061
R1 4.168 4.168 4.039 4.123
PP 4.077 4.077 4.077 4.054
S1 3.926 3.926 3.995 3.881
S2 3.835 3.835 3.973
S3 3.593 3.684 3.950
S4 3.351 3.442 3.884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.195 3.942 0.253 6.2% 0.103 2.5% 64% False False 1,416
10 4.310 3.942 0.368 9.0% 0.082 2.0% 44% False False 1,393
20 4.414 3.942 0.472 11.5% 0.077 1.9% 34% False False 1,465
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 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.510
2.618 4.372
1.618 4.287
1.000 4.234
0.618 4.202
HIGH 4.149
0.618 4.117
0.500 4.107
0.382 4.096
LOW 4.064
0.618 4.011
1.000 3.979
1.618 3.926
2.618 3.841
4.250 3.703
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 4.107 4.084
PP 4.105 4.065
S1 4.104 4.046

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

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