NYMEX Natural Gas Future June 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 4.090 4.088 -0.002 0.0% 4.188
High 4.149 4.208 0.059 1.4% 4.228
Low 4.064 4.016 -0.048 -1.2% 3.986
Close 4.103 4.183 0.080 1.9% 4.017
Range 0.085 0.192 0.107 125.9% 0.242
ATR 0.086 0.094 0.008 8.8% 0.000
Volume 2,128 1,387 -741 -34.8% 5,490
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.712 4.639 4.289
R3 4.520 4.447 4.236
R2 4.328 4.328 4.218
R1 4.255 4.255 4.201 4.292
PP 4.136 4.136 4.136 4.154
S1 4.063 4.063 4.165 4.100
S2 3.944 3.944 4.148
S3 3.752 3.871 4.130
S4 3.560 3.679 4.077
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.803 4.652 4.150
R3 4.561 4.410 4.084
R2 4.319 4.319 4.061
R1 4.168 4.168 4.039 4.123
PP 4.077 4.077 4.077 4.054
S1 3.926 3.926 3.995 3.881
S2 3.835 3.835 3.973
S3 3.593 3.684 3.950
S4 3.351 3.442 3.884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.208 3.942 0.266 6.4% 0.116 2.8% 91% True False 1,597
10 4.284 3.942 0.342 8.2% 0.094 2.2% 70% False False 1,392
20 4.414 3.942 0.472 11.3% 0.082 2.0% 51% False False 1,489
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 0.024
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 5.024
2.618 4.711
1.618 4.519
1.000 4.400
0.618 4.327
HIGH 4.208
0.618 4.135
0.500 4.112
0.382 4.089
LOW 4.016
0.618 3.897
1.000 3.824
1.618 3.705
2.618 3.513
4.250 3.200
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 4.159 4.158
PP 4.136 4.133
S1 4.112 4.108

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

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