NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 4.259 4.303 0.044 1.0% 4.414
High 4.298 4.382 0.084 2.0% 4.443
Low 4.225 4.274 0.049 1.2% 4.219
Close 4.274 4.373 0.099 2.3% 4.261
Range 0.073 0.108 0.035 47.9% 0.224
ATR 0.111 0.111 0.000 -0.2% 0.000
Volume 29,171 22,754 -6,417 -22.0% 103,821
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.667 4.628 4.432
R3 4.559 4.520 4.403
R2 4.451 4.451 4.393
R1 4.412 4.412 4.383 4.432
PP 4.343 4.343 4.343 4.353
S1 4.304 4.304 4.363 4.324
S2 4.235 4.235 4.353
S3 4.127 4.196 4.343
S4 4.019 4.088 4.314
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.980 4.844 4.384
R3 4.756 4.620 4.323
R2 4.532 4.532 4.302
R1 4.396 4.396 4.282 4.352
PP 4.308 4.308 4.308 4.286
S1 4.172 4.172 4.240 4.128
S2 4.084 4.084 4.220
S3 3.860 3.948 4.199
S4 3.636 3.724 4.138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.382 4.189 0.193 4.4% 0.097 2.2% 95% True False 23,219
10 4.616 4.189 0.427 9.8% 0.106 2.4% 43% False False 22,428
20 4.681 4.189 0.492 11.3% 0.113 2.6% 37% False False 22,773
40 5.010 4.189 0.821 18.8% 0.109 2.5% 22% False False 20,171
60 5.468 4.189 1.279 29.2% 0.113 2.6% 14% False False 18,907
80 5.949 4.189 1.760 40.2% 0.120 2.7% 10% False False 17,431
100 5.949 4.189 1.760 40.2% 0.123 2.8% 10% False False 16,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.841
2.618 4.665
1.618 4.557
1.000 4.490
0.618 4.449
HIGH 4.382
0.618 4.341
0.500 4.328
0.382 4.315
LOW 4.274
0.618 4.207
1.000 4.166
1.618 4.099
2.618 3.991
4.250 3.815
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 4.358 4.344
PP 4.343 4.315
S1 4.328 4.286

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

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