NYMEX Natural Gas Future May 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 4.129 4.146 0.017 0.4% 4.256
High 4.157 4.173 0.016 0.4% 4.286
Low 4.105 4.118 0.013 0.3% 4.142
Close 4.130 4.145 0.015 0.4% 4.152
Range 0.052 0.055 0.003 5.8% 0.144
ATR 0.076 0.075 -0.002 -2.0% 0.000
Volume 3,028 1,905 -1,123 -37.1% 14,889
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.310 4.283 4.175
R3 4.255 4.228 4.160
R2 4.200 4.200 4.155
R1 4.173 4.173 4.150 4.159
PP 4.145 4.145 4.145 4.139
S1 4.118 4.118 4.140 4.104
S2 4.090 4.090 4.135
S3 4.035 4.063 4.130
S4 3.980 4.008 4.115
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.625 4.533 4.231
R3 4.481 4.389 4.192
R2 4.337 4.337 4.178
R1 4.245 4.245 4.165 4.219
PP 4.193 4.193 4.193 4.181
S1 4.101 4.101 4.139 4.075
S2 4.049 4.049 4.126
S3 3.905 3.957 4.112
S4 3.761 3.813 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.256 4.105 0.151 3.6% 0.061 1.5% 26% False False 3,081
10 4.338 4.105 0.233 5.6% 0.068 1.6% 17% False False 2,992
20 4.432 4.105 0.327 7.9% 0.067 1.6% 12% False False 2,626
40 4.541 4.105 0.436 10.5% 0.078 1.9% 9% False False 2,460
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 0.016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.407
2.618 4.317
1.618 4.262
1.000 4.228
0.618 4.207
HIGH 4.173
0.618 4.152
0.500 4.146
0.382 4.139
LOW 4.118
0.618 4.084
1.000 4.063
1.618 4.029
2.618 3.974
4.250 3.884
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 4.146 4.143
PP 4.145 4.141
S1 4.145 4.139

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

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