NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 4.326 4.388 0.062 1.4% 4.361
High 4.450 4.393 -0.057 -1.3% 4.450
Low 4.307 4.252 -0.055 -1.3% 4.230
Close 4.374 4.260 -0.114 -2.6% 4.260
Range 0.143 0.141 -0.002 -1.4% 0.220
ATR 0.129 0.130 0.001 0.7% 0.000
Volume 22,988 21,302 -1,686 -7.3% 109,703
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.725 4.633 4.338
R3 4.584 4.492 4.299
R2 4.443 4.443 4.286
R1 4.351 4.351 4.273 4.327
PP 4.302 4.302 4.302 4.289
S1 4.210 4.210 4.247 4.186
S2 4.161 4.161 4.234
S3 4.020 4.069 4.221
S4 3.879 3.928 4.182
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.973 4.837 4.381
R3 4.753 4.617 4.321
R2 4.533 4.533 4.300
R1 4.397 4.397 4.280 4.355
PP 4.313 4.313 4.313 4.293
S1 4.177 4.177 4.240 4.135
S2 4.093 4.093 4.220
S3 3.873 3.957 4.200
S4 3.653 3.737 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.230 0.220 5.2% 0.132 3.1% 14% False False 21,940
10 4.500 4.230 0.270 6.3% 0.137 3.2% 11% False False 23,160
20 4.522 4.230 0.292 6.9% 0.131 3.1% 10% False False 23,124
40 5.336 4.230 1.106 26.0% 0.123 2.9% 3% False False 20,737
60 5.447 4.230 1.217 28.6% 0.125 2.9% 2% False False 17,283
80 5.762 4.230 1.532 36.0% 0.129 3.0% 2% False False 14,780
100 5.762 4.230 1.532 36.0% 0.129 3.0% 2% False False 12,952
120 5.762 4.230 1.532 36.0% 0.131 3.1% 2% False False 11,347
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.992
2.618 4.762
1.618 4.621
1.000 4.534
0.618 4.480
HIGH 4.393
0.618 4.339
0.500 4.323
0.382 4.306
LOW 4.252
0.618 4.165
1.000 4.111
1.618 4.024
2.618 3.883
4.250 3.653
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 4.323 4.351
PP 4.302 4.321
S1 4.281 4.290

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

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