NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 4.112 4.141 0.029 0.7% 4.290
High 4.167 4.184 0.017 0.4% 4.321
Low 4.103 4.115 0.012 0.3% 4.151
Close 4.133 4.144 0.011 0.3% 4.169
Range 0.064 0.069 0.005 7.8% 0.170
ATR 0.103 0.100 -0.002 -2.3% 0.000
Volume 32,528 34,689 2,161 6.6% 341,307
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.355 4.318 4.182
R3 4.286 4.249 4.163
R2 4.217 4.217 4.157
R1 4.180 4.180 4.150 4.199
PP 4.148 4.148 4.148 4.157
S1 4.111 4.111 4.138 4.130
S2 4.079 4.079 4.131
S3 4.010 4.042 4.125
S4 3.941 3.973 4.106
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 4.290 4.103 0.187 4.5% 0.083 2.0% 22% False False 43,269
10 4.391 4.103 0.288 6.9% 0.095 2.3% 14% False False 56,501
20 4.616 4.103 0.513 12.4% 0.100 2.4% 8% False False 39,464
40 4.681 4.103 0.578 13.9% 0.110 2.6% 7% False False 30,537
60 5.468 4.103 1.365 32.9% 0.111 2.7% 3% False False 26,109
80 5.624 4.103 1.521 36.7% 0.115 2.8% 3% False False 22,973
100 5.949 4.103 1.846 44.5% 0.120 2.9% 2% False False 20,861
120 5.949 4.103 1.846 44.5% 0.119 2.9% 2% False False 19,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.477
2.618 4.365
1.618 4.296
1.000 4.253
0.618 4.227
HIGH 4.184
0.618 4.158
0.500 4.150
0.382 4.141
LOW 4.115
0.618 4.072
1.000 4.046
1.618 4.003
2.618 3.934
4.250 3.822
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 4.150 4.144
PP 4.148 4.144
S1 4.146 4.144

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

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