NYMEX Natural Gas Future April 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 4.201 4.163 -0.038 -0.9% 4.298
High 4.219 4.206 -0.013 -0.3% 4.305
Low 4.170 4.147 -0.023 -0.6% 4.159
Close 4.198 4.205 0.007 0.2% 4.198
Range 0.049 0.059 0.010 20.4% 0.146
ATR 0.095 0.093 -0.003 -2.7% 0.000
Volume 10,907 9,990 -917 -8.4% 39,593
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.363 4.343 4.237
R3 4.304 4.284 4.221
R2 4.245 4.245 4.216
R1 4.225 4.225 4.210 4.235
PP 4.186 4.186 4.186 4.191
S1 4.166 4.166 4.200 4.176
S2 4.127 4.127 4.194
S3 4.068 4.107 4.189
S4 4.009 4.048 4.173
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.659 4.574 4.278
R3 4.513 4.428 4.238
R2 4.367 4.367 4.225
R1 4.282 4.282 4.211 4.252
PP 4.221 4.221 4.221 4.205
S1 4.136 4.136 4.185 4.106
S2 4.075 4.075 4.171
S3 3.929 3.990 4.158
S4 3.783 3.844 4.118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.305 4.147 0.158 3.8% 0.074 1.8% 37% False True 8,975
10 4.435 4.147 0.288 6.8% 0.080 1.9% 20% False True 7,662
20 4.530 4.147 0.383 9.1% 0.091 2.2% 15% False True 7,466
40 4.920 4.147 0.773 18.4% 0.088 2.1% 8% False True 6,457
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.457
2.618 4.360
1.618 4.301
1.000 4.265
0.618 4.242
HIGH 4.206
0.618 4.183
0.500 4.177
0.382 4.170
LOW 4.147
0.618 4.111
1.000 4.088
1.618 4.052
2.618 3.993
4.250 3.896
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 4.196 4.213
PP 4.186 4.210
S1 4.177 4.208

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

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