NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 4.140 4.112 -0.028 -0.7% 4.290
High 4.162 4.167 0.005 0.1% 4.321
Low 4.108 4.103 -0.005 -0.1% 4.151
Close 4.130 4.133 0.003 0.1% 4.169
Range 0.054 0.064 0.010 18.5% 0.170
ATR 0.106 0.103 -0.003 -2.8% 0.000
Volume 33,708 32,528 -1,180 -3.5% 341,307
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.326 4.294 4.168
R3 4.262 4.230 4.151
R2 4.198 4.198 4.145
R1 4.166 4.166 4.139 4.182
PP 4.134 4.134 4.134 4.143
S1 4.102 4.102 4.127 4.118
S2 4.070 4.070 4.121
S3 4.006 4.038 4.115
S4 3.942 3.974 4.098
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.724 4.616 4.263
R3 4.554 4.446 4.216
R2 4.384 4.384 4.200
R1 4.276 4.276 4.185 4.245
PP 4.214 4.214 4.214 4.198
S1 4.106 4.106 4.153 4.075
S2 4.044 4.044 4.138
S3 3.874 3.936 4.122
S4 3.704 3.766 4.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.317 4.103 0.214 5.2% 0.087 2.1% 14% False True 52,654
10 4.391 4.103 0.288 7.0% 0.099 2.4% 10% False True 55,307
20 4.616 4.103 0.513 12.4% 0.101 2.5% 6% False True 38,907
40 4.681 4.103 0.578 14.0% 0.110 2.6% 5% False True 30,055
60 5.468 4.103 1.365 33.0% 0.111 2.7% 2% False True 25,677
80 5.705 4.103 1.602 38.8% 0.115 2.8% 2% False True 22,630
100 5.949 4.103 1.846 44.7% 0.120 2.9% 2% False True 20,637
120 5.949 4.103 1.846 44.7% 0.119 2.9% 2% False True 18,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.439
2.618 4.335
1.618 4.271
1.000 4.231
0.618 4.207
HIGH 4.167
0.618 4.143
0.500 4.135
0.382 4.127
LOW 4.103
0.618 4.063
1.000 4.039
1.618 3.999
2.618 3.935
4.250 3.831
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 4.135 4.180
PP 4.134 4.164
S1 4.134 4.149

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

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