NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 4.535 4.545 0.010 0.2% 4.594
High 4.550 4.634 0.084 1.8% 4.634
Low 4.470 4.518 0.048 1.1% 4.470
Close 4.523 4.606 0.083 1.8% 4.606
Range 0.080 0.116 0.036 45.0% 0.164
ATR 0.113 0.114 0.000 0.2% 0.000
Volume 22,311 27,074 4,763 21.3% 94,056
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.934 4.886 4.670
R3 4.818 4.770 4.638
R2 4.702 4.702 4.627
R1 4.654 4.654 4.617 4.678
PP 4.586 4.586 4.586 4.598
S1 4.538 4.538 4.595 4.562
S2 4.470 4.470 4.585
S3 4.354 4.422 4.574
S4 4.238 4.306 4.542
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 4.651 4.470 0.181 3.9% 0.118 2.6% 75% False False 24,102
10 4.678 4.467 0.211 4.6% 0.119 2.6% 66% False False 21,862
20 5.010 4.467 0.543 11.8% 0.106 2.3% 26% False False 17,714
40 5.468 4.467 1.001 21.7% 0.111 2.4% 14% False False 17,366
60 5.949 4.467 1.482 32.2% 0.121 2.6% 9% False False 15,947
80 5.949 4.467 1.482 32.2% 0.125 2.7% 9% False False 14,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.127
2.618 4.938
1.618 4.822
1.000 4.750
0.618 4.706
HIGH 4.634
0.618 4.590
0.500 4.576
0.382 4.562
LOW 4.518
0.618 4.446
1.000 4.402
1.618 4.330
2.618 4.214
4.250 4.025
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 4.596 4.588
PP 4.586 4.570
S1 4.576 4.552

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

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