NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 4.240 4.192 -0.048 -1.1% 4.354
High 4.260 4.239 -0.021 -0.5% 4.354
Low 4.200 4.152 -0.048 -1.1% 4.194
Close 4.232 4.231 -0.001 0.0% 4.232
Range 0.060 0.087 0.027 45.0% 0.160
ATR 0.103 0.102 -0.001 -1.1% 0.000
Volume 12,138 11,047 -1,091 -9.0% 43,869
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.468 4.437 4.279
R3 4.381 4.350 4.255
R2 4.294 4.294 4.247
R1 4.263 4.263 4.239 4.279
PP 4.207 4.207 4.207 4.215
S1 4.176 4.176 4.223 4.192
S2 4.120 4.120 4.215
S3 4.033 4.089 4.207
S4 3.946 4.002 4.183
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.740 4.646 4.320
R3 4.580 4.486 4.276
R2 4.420 4.420 4.261
R1 4.326 4.326 4.247 4.293
PP 4.260 4.260 4.260 4.244
S1 4.166 4.166 4.217 4.133
S2 4.100 4.100 4.203
S3 3.940 4.006 4.188
S4 3.780 3.846 4.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.344 4.152 0.192 4.5% 0.085 2.0% 41% False True 10,021
10 4.515 4.152 0.363 8.6% 0.093 2.2% 22% False True 8,585
20 4.613 4.152 0.461 10.9% 0.104 2.5% 17% False True 9,434
40 5.063 4.152 0.911 21.5% 0.099 2.3% 9% False True 7,566
60 5.327 4.152 1.175 27.8% 0.100 2.4% 7% False True 6,714
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.609
2.618 4.467
1.618 4.380
1.000 4.326
0.618 4.293
HIGH 4.239
0.618 4.206
0.500 4.196
0.382 4.185
LOW 4.152
0.618 4.098
1.000 4.065
1.618 4.011
2.618 3.924
4.250 3.782
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 4.219 4.236
PP 4.207 4.234
S1 4.196 4.233

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

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