NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 4.601 4.589 -0.012 -0.3% 4.594
High 4.681 4.613 -0.068 -1.5% 4.634
Low 4.509 4.549 0.040 0.9% 4.470
Close 4.601 4.586 -0.015 -0.3% 4.606
Range 0.172 0.064 -0.108 -62.8% 0.164
ATR 0.118 0.114 -0.004 -3.3% 0.000
Volume 28,220 25,931 -2,289 -8.1% 94,056
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.775 4.744 4.621
R3 4.711 4.680 4.604
R2 4.647 4.647 4.598
R1 4.616 4.616 4.592 4.600
PP 4.583 4.583 4.583 4.574
S1 4.552 4.552 4.580 4.536
S2 4.519 4.519 4.574
S3 4.455 4.488 4.568
S4 4.391 4.424 4.551
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.062 4.998 4.696
R3 4.898 4.834 4.651
R2 4.734 4.734 4.636
R1 4.670 4.670 4.621 4.702
PP 4.570 4.570 4.570 4.586
S1 4.506 4.506 4.591 4.538
S2 4.406 4.406 4.576
S3 4.242 4.342 4.561
S4 4.078 4.178 4.516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.681 4.470 0.211 4.6% 0.110 2.4% 55% False False 24,668
10 4.681 4.470 0.211 4.6% 0.115 2.5% 55% False False 23,908
20 4.975 4.467 0.508 11.1% 0.110 2.4% 23% False False 19,262
40 5.468 4.467 1.001 21.8% 0.112 2.4% 12% False False 18,084
60 5.750 4.467 1.283 28.0% 0.118 2.6% 9% False False 16,482
80 5.949 4.467 1.482 32.3% 0.124 2.7% 8% False False 15,340
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.024
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.885
2.618 4.781
1.618 4.717
1.000 4.677
0.618 4.653
HIGH 4.613
0.618 4.589
0.500 4.581
0.382 4.573
LOW 4.549
0.618 4.509
1.000 4.485
1.618 4.445
2.618 4.381
4.250 4.277
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 4.584 4.595
PP 4.583 4.592
S1 4.581 4.589

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

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