NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 4.004 3.850 -0.154 -3.8% 4.113
High 4.016 3.962 -0.054 -1.3% 4.141
Low 3.890 3.848 -0.042 -1.1% 3.890
Close 3.921 3.905 -0.016 -0.4% 3.921
Range 0.126 0.114 -0.012 -9.5% 0.251
ATR 0.090 0.092 0.002 1.9% 0.000
Volume 11,398 8,731 -2,667 -23.4% 46,618
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.247 4.190 3.968
R3 4.133 4.076 3.936
R2 4.019 4.019 3.926
R1 3.962 3.962 3.915 3.991
PP 3.905 3.905 3.905 3.919
S1 3.848 3.848 3.895 3.877
S2 3.791 3.791 3.884
S3 3.677 3.734 3.874
S4 3.563 3.620 3.842
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.737 4.580 4.059
R3 4.486 4.329 3.990
R2 4.235 4.235 3.967
R1 4.078 4.078 3.944 4.031
PP 3.984 3.984 3.984 3.961
S1 3.827 3.827 3.898 3.780
S2 3.733 3.733 3.875
S3 3.482 3.576 3.852
S4 3.231 3.325 3.783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.141 3.848 0.293 7.5% 0.099 2.5% 19% False True 9,073
10 4.252 3.848 0.404 10.3% 0.089 2.3% 14% False True 9,970
20 4.315 3.848 0.467 12.0% 0.084 2.2% 12% False True 9,576
40 4.530 3.848 0.682 17.5% 0.091 2.3% 8% False True 8,249
60 5.116 3.848 1.268 32.5% 0.090 2.3% 4% False True 7,181
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 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.447
2.618 4.260
1.618 4.146
1.000 4.076
0.618 4.032
HIGH 3.962
0.618 3.918
0.500 3.905
0.382 3.892
LOW 3.848
0.618 3.778
1.000 3.734
1.618 3.664
2.618 3.550
4.250 3.364
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 3.905 3.977
PP 3.905 3.953
S1 3.905 3.929

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

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