NYMEX Natural Gas Future March 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 4.143 4.233 0.090 2.2% 3.880
High 4.234 4.340 0.106 2.5% 4.234
Low 4.065 4.065 0.000 0.0% 3.854
Close 4.219 4.074 -0.145 -3.4% 4.219
Range 0.169 0.275 0.106 62.7% 0.380
ATR 0.113 0.124 0.012 10.3% 0.000
Volume 15,854 25,679 9,825 62.0% 60,639
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.985 4.804 4.225
R3 4.710 4.529 4.150
R2 4.435 4.435 4.124
R1 4.254 4.254 4.099 4.207
PP 4.160 4.160 4.160 4.136
S1 3.979 3.979 4.049 3.932
S2 3.885 3.885 4.024
S3 3.610 3.704 3.998
S4 3.335 3.429 3.923
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.242 5.111 4.428
R3 4.862 4.731 4.324
R2 4.482 4.482 4.289
R1 4.351 4.351 4.254 4.417
PP 4.102 4.102 4.102 4.135
S1 3.971 3.971 4.184 4.037
S2 3.722 3.722 4.149
S3 3.342 3.591 4.115
S4 2.962 3.211 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.340 3.920 0.420 10.3% 0.174 4.3% 37% True False 15,281
10 4.340 3.854 0.486 11.9% 0.139 3.4% 45% True False 12,508
20 4.354 3.854 0.500 12.3% 0.114 2.8% 44% False False 13,284
40 4.613 3.854 0.759 18.6% 0.109 2.7% 29% False False 11,359
60 5.063 3.854 1.209 29.7% 0.104 2.5% 18% False False 9,472
80 5.327 3.854 1.473 36.2% 0.103 2.5% 15% False False 8,356
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 0.043
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 5.509
2.618 5.060
1.618 4.785
1.000 4.615
0.618 4.510
HIGH 4.340
0.618 4.235
0.500 4.203
0.382 4.170
LOW 4.065
0.618 3.895
1.000 3.790
1.618 3.620
2.618 3.345
4.250 2.896
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 4.203 4.130
PP 4.160 4.111
S1 4.117 4.093

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

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