NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 4.225 4.315 0.090 2.1% 4.298
High 4.313 4.315 0.002 0.0% 4.305
Low 4.225 4.164 -0.061 -1.4% 4.159
Close 4.306 4.180 -0.126 -2.9% 4.198
Range 0.088 0.151 0.063 71.6% 0.146
ATR 0.091 0.095 0.004 4.8% 0.000
Volume 6,264 10,958 4,694 74.9% 39,593
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.673 4.577 4.263
R3 4.522 4.426 4.222
R2 4.371 4.371 4.208
R1 4.275 4.275 4.194 4.248
PP 4.220 4.220 4.220 4.206
S1 4.124 4.124 4.166 4.097
S2 4.069 4.069 4.152
S3 3.918 3.973 4.138
S4 3.767 3.822 4.097
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 4.315 4.147 0.168 4.0% 0.082 2.0% 20% True False 9,286
10 4.385 4.147 0.238 5.7% 0.084 2.0% 14% False False 8,238
20 4.530 4.147 0.383 9.2% 0.095 2.3% 9% False False 7,873
40 4.791 4.147 0.644 15.4% 0.088 2.1% 5% False False 6,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.957
2.618 4.710
1.618 4.559
1.000 4.466
0.618 4.408
HIGH 4.315
0.618 4.257
0.500 4.240
0.382 4.222
LOW 4.164
0.618 4.071
1.000 4.013
1.618 3.920
2.618 3.769
4.250 3.522
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 4.240 4.240
PP 4.220 4.220
S1 4.200 4.200

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

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