NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 4.031 3.821 -0.210 -5.2% 3.660
High 4.187 3.928 -0.259 -6.2% 4.075
Low 3.824 3.750 -0.074 -1.9% 3.500
Close 3.832 3.870 0.038 1.0% 4.065
Range 0.363 0.178 -0.185 -51.0% 0.575
ATR 0.158 0.160 0.001 0.9% 0.000
Volume 129,128 130,098 970 0.8% 550,715
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.383 4.305 3.968
R3 4.205 4.127 3.919
R2 4.027 4.027 3.903
R1 3.949 3.949 3.886 3.988
PP 3.849 3.849 3.849 3.869
S1 3.771 3.771 3.854 3.810
S2 3.671 3.671 3.837
S3 3.493 3.593 3.821
S4 3.315 3.415 3.772
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 4.187 3.656 0.531 13.7% 0.235 6.1% 40% False False 126,673
10 4.187 3.500 0.687 17.8% 0.192 5.0% 54% False False 99,472
20 4.207 3.500 0.707 18.3% 0.152 3.9% 52% False False 83,249
40 4.500 3.500 1.000 25.8% 0.136 3.5% 37% False False 54,442
60 4.896 3.500 1.396 36.1% 0.126 3.3% 27% False False 42,627
80 5.336 3.500 1.836 47.4% 0.126 3.3% 20% False False 35,466
100 5.762 3.500 2.262 58.4% 0.130 3.4% 16% False False 29,912
120 5.762 3.500 2.262 58.4% 0.132 3.4% 16% False False 26,100
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.064
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.685
2.618 4.394
1.618 4.216
1.000 4.106
0.618 4.038
HIGH 3.928
0.618 3.860
0.500 3.839
0.382 3.818
LOW 3.750
0.618 3.640
1.000 3.572
1.618 3.462
2.618 3.284
4.250 2.994
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 3.860 3.969
PP 3.849 3.936
S1 3.839 3.903

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

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