NYMEX Natural Gas Future January 2011


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 4.025 4.146 0.121 3.0% 3.935
High 4.167 4.285 0.118 2.8% 4.285
Low 3.916 4.080 0.164 4.2% 3.868
Close 4.134 4.265 0.131 3.2% 4.265
Range 0.251 0.205 -0.046 -18.3% 0.417
ATR 0.119 0.125 0.006 5.2% 0.000
Volume 28,663 50,394 21,731 75.8% 172,598
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.825 4.750 4.378
R3 4.620 4.545 4.321
R2 4.415 4.415 4.303
R1 4.340 4.340 4.284 4.378
PP 4.210 4.210 4.210 4.229
S1 4.135 4.135 4.246 4.173
S2 4.005 4.005 4.227
S3 3.800 3.930 4.209
S4 3.595 3.725 4.152
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.390 5.245 4.494
R3 4.973 4.828 4.380
R2 4.556 4.556 4.341
R1 4.411 4.411 4.303 4.484
PP 4.139 4.139 4.139 4.176
S1 3.994 3.994 4.227 4.067
S2 3.722 3.722 4.189
S3 3.305 3.577 4.150
S4 2.888 3.160 4.036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.285 3.868 0.417 9.8% 0.161 3.8% 95% True False 34,519
10 4.285 3.868 0.417 9.8% 0.129 3.0% 95% True False 33,962
20 4.391 3.868 0.523 12.3% 0.115 2.7% 76% False False 44,003
40 4.681 3.868 0.813 19.1% 0.117 2.8% 49% False False 33,258
60 5.207 3.868 1.339 31.4% 0.113 2.6% 30% False False 27,837
80 5.468 3.868 1.600 37.5% 0.114 2.7% 25% False False 24,788
100 5.949 3.868 2.081 48.8% 0.119 2.8% 19% False False 22,339
120 5.949 3.868 2.081 48.8% 0.122 2.9% 19% False False 20,499
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 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.156
2.618 4.822
1.618 4.617
1.000 4.490
0.618 4.412
HIGH 4.285
0.618 4.207
0.500 4.183
0.382 4.158
LOW 4.080
0.618 3.953
1.000 3.875
1.618 3.748
2.618 3.543
4.250 3.209
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 4.238 4.210
PP 4.210 4.155
S1 4.183 4.101

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

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