NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 4.165 4.284 0.119 2.9% 3.940
High 4.293 4.407 0.114 2.7% 4.293
Low 4.103 4.106 0.003 0.1% 3.894
Close 4.275 4.113 -0.162 -3.8% 4.275
Range 0.190 0.301 0.111 58.4% 0.399
ATR 0.118 0.131 0.013 11.0% 0.000
Volume 14,099 24,100 10,001 70.9% 50,567
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.112 4.913 4.279
R3 4.811 4.612 4.196
R2 4.510 4.510 4.168
R1 4.311 4.311 4.141 4.260
PP 4.209 4.209 4.209 4.183
S1 4.010 4.010 4.085 3.959
S2 3.908 3.908 4.058
S3 3.607 3.709 4.030
S4 3.306 3.408 3.947
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.351 5.212 4.494
R3 4.952 4.813 4.385
R2 4.553 4.553 4.348
R1 4.414 4.414 4.312 4.484
PP 4.154 4.154 4.154 4.189
S1 4.015 4.015 4.238 4.085
S2 3.755 3.755 4.202
S3 3.356 3.616 4.165
S4 2.957 3.217 4.056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.407 3.953 0.454 11.0% 0.188 4.6% 35% True False 13,082
10 4.407 3.894 0.513 12.5% 0.149 3.6% 43% True False 11,628
20 4.415 3.894 0.521 12.7% 0.121 2.9% 42% False False 14,014
40 4.678 3.894 0.784 19.1% 0.112 2.7% 28% False False 9,897
60 5.147 3.894 1.253 30.5% 0.107 2.6% 17% False False 7,838
80 5.434 3.894 1.540 37.4% 0.107 2.6% 14% False False 6,427
100 5.861 3.894 1.967 47.8% 0.110 2.7% 11% False False 5,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 5.686
2.618 5.195
1.618 4.894
1.000 4.708
0.618 4.593
HIGH 4.407
0.618 4.292
0.500 4.257
0.382 4.221
LOW 4.106
0.618 3.920
1.000 3.805
1.618 3.619
2.618 3.318
4.250 2.827
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 4.257 4.180
PP 4.209 4.158
S1 4.161 4.135

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

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