NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 4.180 4.200 0.020 0.5% 4.163
High 4.245 4.254 0.009 0.2% 4.315
Low 4.180 4.200 0.020 0.5% 4.147
Close 4.235 4.236 0.001 0.0% 4.235
Range 0.065 0.054 -0.011 -16.9% 0.168
ATR 0.093 0.090 -0.003 -3.0% 0.000
Volume 11,343 10,065 -1,278 -11.3% 46,866
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.392 4.368 4.266
R3 4.338 4.314 4.251
R2 4.284 4.284 4.246
R1 4.260 4.260 4.241 4.272
PP 4.230 4.230 4.230 4.236
S1 4.206 4.206 4.231 4.218
S2 4.176 4.176 4.226
S3 4.122 4.152 4.221
S4 4.068 4.098 4.206
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.736 4.654 4.327
R3 4.568 4.486 4.281
R2 4.400 4.400 4.266
R1 4.318 4.318 4.250 4.359
PP 4.232 4.232 4.232 4.253
S1 4.150 4.150 4.220 4.191
S2 4.064 4.064 4.204
S3 3.896 3.982 4.189
S4 3.728 3.814 4.143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.315 4.164 0.151 3.6% 0.085 2.0% 48% False False 9,388
10 4.315 4.147 0.168 4.0% 0.079 1.9% 53% False False 9,181
20 4.530 4.147 0.383 9.0% 0.093 2.2% 23% False False 8,343
40 4.791 4.147 0.644 15.2% 0.089 2.1% 14% False False 7,011
60 5.116 4.147 0.969 22.9% 0.088 2.1% 9% False False 6,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.484
2.618 4.395
1.618 4.341
1.000 4.308
0.618 4.287
HIGH 4.254
0.618 4.233
0.500 4.227
0.382 4.221
LOW 4.200
0.618 4.167
1.000 4.146
1.618 4.113
2.618 4.059
4.250 3.971
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 4.233 4.240
PP 4.230 4.238
S1 4.227 4.237

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

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