NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 4.122 4.134 0.012 0.3% 3.940
High 4.184 4.167 -0.017 -0.4% 4.293
Low 4.037 4.069 0.032 0.8% 3.894
Close 4.142 4.110 -0.032 -0.8% 4.275
Range 0.147 0.098 -0.049 -33.3% 0.399
ATR 0.133 0.130 -0.002 -1.9% 0.000
Volume 19,113 26,522 7,409 38.8% 50,567
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.409 4.358 4.164
R3 4.311 4.260 4.137
R2 4.213 4.213 4.128
R1 4.162 4.162 4.119 4.139
PP 4.115 4.115 4.115 4.104
S1 4.064 4.064 4.101 4.041
S2 4.017 4.017 4.092
S3 3.919 3.966 4.083
S4 3.821 3.868 4.056
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% 0.194 4.7% 35% False False 18,367
10 4.407 3.894 0.513 12.5% 0.160 3.9% 42% False False 14,228
20 4.415 3.894 0.521 12.7% 0.125 3.0% 41% False False 14,876
40 4.678 3.894 0.784 19.1% 0.112 2.7% 28% False False 10,877
60 5.003 3.894 1.109 27.0% 0.107 2.6% 19% False False 8,477
80 5.434 3.894 1.540 37.5% 0.108 2.6% 14% False False 6,965
100 5.861 3.894 1.967 47.9% 0.110 2.7% 11% False False 5,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.584
2.618 4.424
1.618 4.326
1.000 4.265
0.618 4.228
HIGH 4.167
0.618 4.130
0.500 4.118
0.382 4.106
LOW 4.069
0.618 4.008
1.000 3.971
1.618 3.910
2.618 3.812
4.250 3.653
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 4.118 4.222
PP 4.115 4.185
S1 4.113 4.147

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

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