NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 4.545 4.557 0.012 0.3% 4.594
High 4.634 4.673 0.039 0.8% 4.634
Low 4.518 4.557 0.039 0.9% 4.470
Close 4.606 4.643 0.037 0.8% 4.606
Range 0.116 0.116 0.000 0.0% 0.164
ATR 0.114 0.114 0.000 0.1% 0.000
Volume 27,074 19,804 -7,270 -26.9% 94,056
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.972 4.924 4.707
R3 4.856 4.808 4.675
R2 4.740 4.740 4.664
R1 4.692 4.692 4.654 4.716
PP 4.624 4.624 4.624 4.637
S1 4.576 4.576 4.632 4.600
S2 4.508 4.508 4.622
S3 4.392 4.460 4.611
S4 4.276 4.344 4.579
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 4.673 4.470 0.203 4.4% 0.117 2.5% 85% True False 22,772
10 4.678 4.467 0.211 4.5% 0.119 2.6% 83% False False 21,762
20 5.008 4.467 0.541 11.7% 0.110 2.4% 33% False False 17,781
40 5.468 4.467 1.001 21.6% 0.111 2.4% 18% False False 17,264
60 5.949 4.467 1.482 31.9% 0.121 2.6% 12% False False 16,013
80 5.949 4.467 1.482 31.9% 0.124 2.7% 12% False False 14,894
Crabel Price Patterns
NR False
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 0.023
Fibonacci Retracements and Extensions
4.250 5.166
2.618 4.977
1.618 4.861
1.000 4.789
0.618 4.745
HIGH 4.673
0.618 4.629
0.500 4.615
0.382 4.601
LOW 4.557
0.618 4.485
1.000 4.441
1.618 4.369
2.618 4.253
4.250 4.064
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 4.634 4.619
PP 4.624 4.595
S1 4.615 4.572

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

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