NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 4.164 4.156 -0.008 -0.2% 3.981
High 4.199 4.191 -0.008 -0.2% 4.273
Low 4.081 4.103 0.022 0.5% 3.942
Close 4.173 4.144 -0.029 -0.7% 4.257
Range 0.118 0.088 -0.030 -25.4% 0.331
ATR 0.106 0.105 -0.001 -1.2% 0.000
Volume 1,546 1,332 -214 -13.8% 7,737
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.410 4.365 4.192
R3 4.322 4.277 4.168
R2 4.234 4.234 4.160
R1 4.189 4.189 4.152 4.168
PP 4.146 4.146 4.146 4.135
S1 4.101 4.101 4.136 4.080
S2 4.058 4.058 4.128
S3 3.970 4.013 4.120
S4 3.882 3.925 4.096
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.150 5.035 4.439
R3 4.819 4.704 4.348
R2 4.488 4.488 4.318
R1 4.373 4.373 4.287 4.431
PP 4.157 4.157 4.157 4.186
S1 4.042 4.042 4.227 4.100
S2 3.826 3.826 4.196
S3 3.495 3.711 4.166
S4 3.164 3.380 4.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.361 4.016 0.345 8.3% 0.150 3.6% 37% False False 1,892
10 4.361 3.942 0.419 10.1% 0.127 3.1% 48% False False 1,654
20 4.414 3.942 0.472 11.4% 0.097 2.3% 43% False False 1,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.565
2.618 4.421
1.618 4.333
1.000 4.279
0.618 4.245
HIGH 4.191
0.618 4.157
0.500 4.147
0.382 4.137
LOW 4.103
0.618 4.049
1.000 4.015
1.618 3.961
2.618 3.873
4.250 3.729
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 4.147 4.221
PP 4.146 4.195
S1 4.145 4.170

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

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