NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 4.612 4.535 -0.077 -1.7% 4.525
High 4.612 4.550 -0.062 -1.3% 4.678
Low 4.493 4.470 -0.023 -0.5% 4.467
Close 4.534 4.523 -0.011 -0.2% 4.648
Range 0.119 0.080 -0.039 -32.8% 0.211
ATR 0.116 0.113 -0.003 -2.2% 0.000
Volume 24,675 22,311 -2,364 -9.6% 103,765
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.754 4.719 4.567
R3 4.674 4.639 4.545
R2 4.594 4.594 4.538
R1 4.559 4.559 4.530 4.537
PP 4.514 4.514 4.514 4.503
S1 4.479 4.479 4.516 4.457
S2 4.434 4.434 4.508
S3 4.354 4.399 4.501
S4 4.274 4.319 4.479
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.231 5.150 4.764
R3 5.020 4.939 4.706
R2 4.809 4.809 4.687
R1 4.728 4.728 4.667 4.769
PP 4.598 4.598 4.598 4.618
S1 4.517 4.517 4.629 4.558
S2 4.387 4.387 4.609
S3 4.176 4.306 4.590
S4 3.965 4.095 4.532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.651 4.470 0.181 4.0% 0.115 2.5% 29% False True 23,352
10 4.678 4.467 0.211 4.7% 0.115 2.5% 27% False False 21,173
20 5.010 4.467 0.543 12.0% 0.104 2.3% 10% False False 17,558
40 5.468 4.467 1.001 22.1% 0.113 2.5% 6% False False 17,042
60 5.949 4.467 1.482 32.8% 0.122 2.7% 4% False False 15,749
80 5.949 4.467 1.482 32.8% 0.125 2.8% 4% False False 14,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.890
2.618 4.759
1.618 4.679
1.000 4.630
0.618 4.599
HIGH 4.550
0.618 4.519
0.500 4.510
0.382 4.501
LOW 4.470
0.618 4.421
1.000 4.390
1.618 4.341
2.618 4.261
4.250 4.130
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 4.519 4.552
PP 4.514 4.542
S1 4.510 4.533

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

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