NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 4.093 4.224 0.131 3.2% 3.850
High 4.200 4.294 0.094 2.2% 4.200
Low 4.040 4.046 0.006 0.1% 3.848
Close 4.184 4.057 -0.127 -3.0% 4.184
Range 0.160 0.248 0.088 55.0% 0.352
ATR 0.105 0.116 0.010 9.6% 0.000
Volume 18,312 24,493 6,181 33.8% 59,855
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.876 4.715 4.193
R3 4.628 4.467 4.125
R2 4.380 4.380 4.102
R1 4.219 4.219 4.080 4.176
PP 4.132 4.132 4.132 4.111
S1 3.971 3.971 4.034 3.928
S2 3.884 3.884 4.012
S3 3.636 3.723 3.989
S4 3.388 3.475 3.921
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.133 5.011 4.378
R3 4.781 4.659 4.281
R2 4.429 4.429 4.249
R1 4.307 4.307 4.216 4.368
PP 4.077 4.077 4.077 4.108
S1 3.955 3.955 4.152 4.016
S2 3.725 3.725 4.119
S3 3.373 3.603 4.087
S4 3.021 3.251 3.990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.294 3.905 0.389 9.6% 0.163 4.0% 39% True False 15,123
10 4.294 3.848 0.446 11.0% 0.131 3.2% 47% True False 12,098
20 4.315 3.848 0.467 11.5% 0.106 2.6% 45% False False 11,113
40 4.530 3.848 0.682 16.8% 0.099 2.4% 31% False False 9,289
60 4.920 3.848 1.072 26.4% 0.094 2.3% 19% False False 8,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 5.348
2.618 4.943
1.618 4.695
1.000 4.542
0.618 4.447
HIGH 4.294
0.618 4.199
0.500 4.170
0.382 4.141
LOW 4.046
0.618 3.893
1.000 3.798
1.618 3.645
2.618 3.397
4.250 2.992
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 4.170 4.100
PP 4.132 4.085
S1 4.095 4.071

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

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