NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 4.086 4.113 0.027 0.7% 4.200
High 4.124 4.141 0.017 0.4% 4.254
Low 4.070 4.077 0.007 0.2% 4.104
Close 4.097 4.112 0.015 0.4% 4.119
Range 0.054 0.064 0.010 18.5% 0.150
ATR 0.084 0.083 -0.001 -1.7% 0.000
Volume 9,481 7,581 -1,900 -20.0% 54,422
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.302 4.271 4.147
R3 4.238 4.207 4.130
R2 4.174 4.174 4.124
R1 4.143 4.143 4.118 4.127
PP 4.110 4.110 4.110 4.102
S1 4.079 4.079 4.106 4.063
S2 4.046 4.046 4.100
S3 3.982 4.015 4.094
S4 3.918 3.951 4.077
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 4.228 4.070 0.158 3.8% 0.073 1.8% 27% False False 10,487
10 4.315 4.070 0.245 6.0% 0.078 1.9% 17% False False 10,376
20 4.435 4.070 0.365 8.9% 0.079 1.9% 12% False False 8,960
40 4.530 4.070 0.460 11.2% 0.088 2.1% 9% False False 8,017
60 5.116 4.070 1.046 25.4% 0.088 2.1% 4% False False 7,057
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.413
2.618 4.309
1.618 4.245
1.000 4.205
0.618 4.181
HIGH 4.141
0.618 4.117
0.500 4.109
0.382 4.101
LOW 4.077
0.618 4.037
1.000 4.013
1.618 3.973
2.618 3.909
4.250 3.805
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 4.111 4.110
PP 4.110 4.108
S1 4.109 4.106

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

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