NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 4.557 4.601 0.044 1.0% 4.594
High 4.673 4.681 0.008 0.2% 4.634
Low 4.557 4.509 -0.048 -1.1% 4.470
Close 4.643 4.601 -0.042 -0.9% 4.606
Range 0.116 0.172 0.056 48.3% 0.164
ATR 0.114 0.118 0.004 3.7% 0.000
Volume 19,804 28,220 8,416 42.5% 94,056
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.113 5.029 4.696
R3 4.941 4.857 4.648
R2 4.769 4.769 4.633
R1 4.685 4.685 4.617 4.687
PP 4.597 4.597 4.597 4.598
S1 4.513 4.513 4.585 4.515
S2 4.425 4.425 4.569
S3 4.253 4.341 4.554
S4 4.081 4.169 4.506
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% 0.121 2.6% 62% True False 24,416
10 4.681 4.470 0.211 4.6% 0.119 2.6% 62% True False 22,630
20 4.975 4.467 0.508 11.0% 0.110 2.4% 26% False False 18,629
40 5.468 4.467 1.001 21.8% 0.114 2.5% 13% False False 17,605
60 5.904 4.467 1.437 31.2% 0.121 2.6% 9% False False 16,250
80 5.949 4.467 1.482 32.2% 0.124 2.7% 9% False False 15,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.412
2.618 5.131
1.618 4.959
1.000 4.853
0.618 4.787
HIGH 4.681
0.618 4.615
0.500 4.595
0.382 4.575
LOW 4.509
0.618 4.403
1.000 4.337
1.618 4.231
2.618 4.059
4.250 3.778
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 4.599 4.599
PP 4.597 4.597
S1 4.595 4.595

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

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