NYMEX Natural Gas Future December 2010


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 3.781 3.922 0.141 3.7% 3.660
High 3.924 4.075 0.151 3.8% 4.075
Low 3.656 3.830 0.174 4.8% 3.500
Close 3.890 4.065 0.175 4.5% 4.065
Range 0.268 0.245 -0.023 -8.6% 0.575
ATR 0.135 0.142 0.008 5.9% 0.000
Volume 142,341 148,983 6,642 4.7% 550,715
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.725 4.640 4.200
R3 4.480 4.395 4.132
R2 4.235 4.235 4.110
R1 4.150 4.150 4.087 4.193
PP 3.990 3.990 3.990 4.011
S1 3.905 3.905 4.043 3.948
S2 3.745 3.745 4.020
S3 3.500 3.660 3.998
S4 3.255 3.415 3.930
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.605 5.410 4.381
R3 5.030 4.835 4.223
R2 4.455 4.455 4.170
R1 4.260 4.260 4.118 4.358
PP 3.880 3.880 3.880 3.929
S1 3.685 3.685 4.012 3.783
S2 3.305 3.305 3.960
S3 2.730 3.110 3.907
S4 2.155 2.535 3.749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.075 3.500 0.575 14.1% 0.200 4.9% 98% True False 110,143
10 4.075 3.500 0.575 14.1% 0.151 3.7% 98% True False 86,863
20 4.207 3.500 0.707 17.4% 0.133 3.3% 80% False False 73,060
40 4.500 3.500 1.000 24.6% 0.129 3.2% 57% False False 49,277
60 5.074 3.500 1.574 38.7% 0.122 3.0% 36% False False 39,140
80 5.336 3.500 1.836 45.2% 0.122 3.0% 31% False False 32,497
100 5.762 3.500 2.262 55.6% 0.127 3.1% 25% False False 27,458
120 5.762 3.500 2.262 55.6% 0.129 3.2% 25% False False 24,027
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.116
2.618 4.716
1.618 4.471
1.000 4.320
0.618 4.226
HIGH 4.075
0.618 3.981
0.500 3.953
0.382 3.924
LOW 3.830
0.618 3.679
1.000 3.585
1.618 3.434
2.618 3.189
4.250 2.789
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 4.028 3.999
PP 3.990 3.932
S1 3.953 3.866

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

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