NYMEX Natural Gas Future February 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 4.134 4.109 -0.025 -0.6% 3.940
High 4.167 4.159 -0.008 -0.2% 4.293
Low 4.069 4.019 -0.050 -1.2% 3.894
Close 4.110 4.117 0.007 0.2% 4.275
Range 0.098 0.140 0.042 42.9% 0.399
ATR 0.130 0.131 0.001 0.5% 0.000
Volume 26,522 16,917 -9,605 -36.2% 50,567
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.518 4.458 4.194
R3 4.378 4.318 4.156
R2 4.238 4.238 4.143
R1 4.178 4.178 4.130 4.208
PP 4.098 4.098 4.098 4.114
S1 4.038 4.038 4.104 4.068
S2 3.958 3.958 4.091
S3 3.818 3.898 4.079
S4 3.678 3.758 4.040
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 4.019 0.388 9.4% 0.175 4.3% 25% False True 20,150
10 4.407 3.894 0.513 12.5% 0.158 3.8% 43% False False 15,138
20 4.407 3.894 0.513 12.5% 0.124 3.0% 43% False False 14,904
40 4.678 3.894 0.784 19.0% 0.114 2.8% 28% False False 11,188
60 5.003 3.894 1.109 26.9% 0.108 2.6% 20% False False 8,675
80 5.434 3.894 1.540 37.4% 0.108 2.6% 14% False False 7,135
100 5.850 3.894 1.956 47.5% 0.111 2.7% 11% False False 6,122
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 0.058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.754
2.618 4.526
1.618 4.386
1.000 4.299
0.618 4.246
HIGH 4.159
0.618 4.106
0.500 4.089
0.382 4.072
LOW 4.019
0.618 3.932
1.000 3.879
1.618 3.792
2.618 3.652
4.250 3.424
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 4.108 4.112
PP 4.098 4.107
S1 4.089 4.102

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

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