NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 4.212 4.181 -0.031 -0.7% 4.200
High 4.228 4.198 -0.030 -0.7% 4.254
Low 4.124 4.104 -0.020 -0.5% 4.104
Close 4.184 4.119 -0.065 -1.6% 4.119
Range 0.104 0.094 -0.010 -9.6% 0.150
ATR 0.089 0.089 0.000 0.4% 0.000
Volume 11,916 13,477 1,561 13.1% 54,422
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.422 4.365 4.171
R3 4.328 4.271 4.145
R2 4.234 4.234 4.136
R1 4.177 4.177 4.128 4.159
PP 4.140 4.140 4.140 4.131
S1 4.083 4.083 4.110 4.065
S2 4.046 4.046 4.102
S3 3.952 3.989 4.093
S4 3.858 3.895 4.067
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.609 4.514 4.202
R3 4.459 4.364 4.160
R2 4.309 4.309 4.147
R1 4.214 4.214 4.133 4.187
PP 4.159 4.159 4.159 4.145
S1 4.064 4.064 4.105 4.037
S2 4.009 4.009 4.092
S3 3.859 3.914 4.078
S4 3.709 3.764 4.037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.254 4.104 0.150 3.6% 0.080 1.9% 10% False True 10,884
10 4.315 4.104 0.211 5.1% 0.083 2.0% 7% False True 10,128
20 4.435 4.104 0.331 8.0% 0.086 2.1% 5% False True 8,725
40 4.590 4.104 0.486 11.8% 0.087 2.1% 3% False True 7,761
60 5.116 4.104 1.012 24.6% 0.089 2.2% 1% False True 6,726
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.598
2.618 4.444
1.618 4.350
1.000 4.292
0.618 4.256
HIGH 4.198
0.618 4.162
0.500 4.151
0.382 4.140
LOW 4.104
0.618 4.046
1.000 4.010
1.618 3.952
2.618 3.858
4.250 3.705
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 4.151 4.178
PP 4.140 4.158
S1 4.130 4.139

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

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