NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 4.146 4.103 -0.043 -1.0% 3.935
High 4.149 4.145 -0.004 -0.1% 4.285
Low 4.046 3.998 -0.048 -1.2% 3.868
Close 4.091 4.109 0.018 0.4% 4.265
Range 0.103 0.147 0.044 42.7% 0.417
ATR 0.139 0.139 0.001 0.4% 0.000
Volume 44,723 29,293 -15,430 -34.5% 172,598
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.525 4.464 4.190
R3 4.378 4.317 4.149
R2 4.231 4.231 4.136
R1 4.170 4.170 4.122 4.201
PP 4.084 4.084 4.084 4.099
S1 4.023 4.023 4.096 4.054
S2 3.937 3.937 4.082
S3 3.790 3.876 4.069
S4 3.643 3.729 4.028
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 4.402 3.998 0.404 9.8% 0.189 4.6% 27% False True 46,614
10 4.402 3.868 0.534 13.0% 0.168 4.1% 45% False False 39,417
20 4.402 3.868 0.534 13.0% 0.131 3.2% 45% False False 47,402
40 4.681 3.868 0.813 19.8% 0.124 3.0% 30% False False 35,489
60 5.010 3.868 1.142 27.8% 0.117 2.9% 21% False False 29,512
80 5.468 3.868 1.600 38.9% 0.119 2.9% 15% False False 26,265
100 5.949 3.868 2.081 50.6% 0.123 3.0% 12% False False 23,645
120 5.949 3.868 2.081 50.6% 0.125 3.0% 12% False False 21,596
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.770
2.618 4.530
1.618 4.383
1.000 4.292
0.618 4.236
HIGH 4.145
0.618 4.089
0.500 4.072
0.382 4.054
LOW 3.998
0.618 3.907
1.000 3.851
1.618 3.760
2.618 3.613
4.250 3.373
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 4.097 4.101
PP 4.084 4.093
S1 4.072 4.085

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

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