NYMEX Natural Gas Future March 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 4.105 4.075 -0.030 -0.7% 3.880
High 4.131 4.122 -0.009 -0.2% 4.234
Low 4.030 3.979 -0.051 -1.3% 3.854
Close 4.077 4.090 0.013 0.3% 4.219
Range 0.101 0.143 0.042 41.6% 0.380
ATR 0.124 0.125 0.001 1.1% 0.000
Volume 23,195 14,931 -8,264 -35.6% 60,639
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.493 4.434 4.169
R3 4.350 4.291 4.129
R2 4.207 4.207 4.116
R1 4.148 4.148 4.103 4.178
PP 4.064 4.064 4.064 4.078
S1 4.005 4.005 4.077 4.035
S2 3.921 3.921 4.064
S3 3.778 3.862 4.051
S4 3.635 3.719 4.011
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 3.979 0.361 8.8% 0.166 4.1% 31% False True 19,552
10 4.340 3.854 0.486 11.9% 0.152 3.7% 49% False False 15,495
20 4.340 3.854 0.486 11.9% 0.118 2.9% 49% False False 14,427
40 4.613 3.854 0.759 18.6% 0.110 2.7% 31% False False 12,170
60 4.914 3.854 1.060 25.9% 0.105 2.6% 22% False False 10,127
80 5.327 3.854 1.473 36.0% 0.105 2.6% 16% False False 8,900
100 5.749 3.854 1.895 46.3% 0.107 2.6% 12% False False 8,289
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 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.730
2.618 4.496
1.618 4.353
1.000 4.265
0.618 4.210
HIGH 4.122
0.618 4.067
0.500 4.051
0.382 4.034
LOW 3.979
0.618 3.891
1.000 3.836
1.618 3.748
2.618 3.605
4.250 3.371
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 4.077 4.080
PP 4.064 4.070
S1 4.051 4.060

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

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