NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 4.000 3.999 -0.001 0.0% 4.113
High 4.059 4.118 0.059 1.5% 4.141
Low 3.965 3.905 -0.060 -1.5% 3.890
Close 4.006 4.091 0.085 2.1% 3.921
Range 0.094 0.213 0.119 126.6% 0.251
ATR 0.093 0.101 0.009 9.3% 0.000
Volume 13,727 10,359 -3,368 -24.5% 46,618
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.677 4.597 4.208
R3 4.464 4.384 4.150
R2 4.251 4.251 4.130
R1 4.171 4.171 4.111 4.211
PP 4.038 4.038 4.038 4.058
S1 3.958 3.958 4.071 3.998
S2 3.825 3.825 4.052
S3 3.612 3.745 4.032
S4 3.399 3.532 3.974
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 4.118 3.848 0.270 6.6% 0.130 3.2% 90% True False 10,588
10 4.198 3.848 0.350 8.6% 0.105 2.6% 69% False False 10,163
20 4.315 3.848 0.467 11.4% 0.091 2.2% 52% False False 10,017
40 4.530 3.848 0.682 16.7% 0.093 2.3% 36% False False 8,588
60 5.034 3.848 1.186 29.0% 0.091 2.2% 20% False False 7,455
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 0.026
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 5.023
2.618 4.676
1.618 4.463
1.000 4.331
0.618 4.250
HIGH 4.118
0.618 4.037
0.500 4.012
0.382 3.986
LOW 3.905
0.618 3.773
1.000 3.692
1.618 3.560
2.618 3.347
4.250 3.000
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 4.065 4.065
PP 4.038 4.038
S1 4.012 4.012

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

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