NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 4.060 4.120 0.060 1.5% 4.224
High 4.120 4.245 0.125 3.0% 4.294
Low 4.044 4.113 0.069 1.7% 3.964
Close 4.112 4.219 0.107 2.6% 4.112
Range 0.076 0.132 0.056 73.7% 0.330
ATR 0.114 0.116 0.001 1.2% 0.000
Volume 19,141 19,141 0 0.0% 86,745
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.588 4.536 4.292
R3 4.456 4.404 4.255
R2 4.324 4.324 4.243
R1 4.272 4.272 4.231 4.298
PP 4.192 4.192 4.192 4.206
S1 4.140 4.140 4.207 4.166
S2 4.060 4.060 4.195
S3 3.928 4.008 4.183
S4 3.796 3.876 4.146
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.113 4.943 4.294
R3 4.783 4.613 4.203
R2 4.453 4.453 4.173
R1 4.283 4.283 4.142 4.203
PP 4.123 4.123 4.123 4.084
S1 3.953 3.953 4.082 3.873
S2 3.793 3.793 4.052
S3 3.463 3.623 4.021
S4 3.133 3.293 3.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.245 3.964 0.281 6.7% 0.116 2.7% 91% True False 16,278
10 4.294 3.905 0.389 9.2% 0.140 3.3% 81% False False 15,701
20 4.294 3.848 0.446 10.6% 0.114 2.7% 83% False False 12,835
40 4.530 3.848 0.682 16.2% 0.104 2.5% 54% False False 10,589
60 4.791 3.848 0.943 22.4% 0.098 2.3% 39% False False 8,952
80 5.116 3.848 1.268 30.1% 0.095 2.2% 29% False False 7,836
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.806
2.618 4.591
1.618 4.459
1.000 4.377
0.618 4.327
HIGH 4.245
0.618 4.195
0.500 4.179
0.382 4.163
LOW 4.113
0.618 4.031
1.000 3.981
1.618 3.899
2.618 3.767
4.250 3.552
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 4.206 4.181
PP 4.192 4.143
S1 4.179 4.105

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

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