NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 4.589 4.587 -0.002 0.0% 4.594
High 4.613 4.641 0.028 0.6% 4.634
Low 4.549 4.447 -0.102 -2.2% 4.470
Close 4.586 4.605 0.019 0.4% 4.606
Range 0.064 0.194 0.130 203.1% 0.164
ATR 0.114 0.120 0.006 5.0% 0.000
Volume 25,931 22,910 -3,021 -11.7% 94,056
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.146 5.070 4.712
R3 4.952 4.876 4.658
R2 4.758 4.758 4.641
R1 4.682 4.682 4.623 4.720
PP 4.564 4.564 4.564 4.584
S1 4.488 4.488 4.587 4.526
S2 4.370 4.370 4.569
S3 4.176 4.294 4.552
S4 3.982 4.100 4.498
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 4.447 0.234 5.1% 0.132 2.9% 68% False True 24,787
10 4.681 4.447 0.234 5.1% 0.124 2.7% 68% False True 24,069
20 4.975 4.447 0.528 11.5% 0.116 2.5% 30% False True 19,848
40 5.468 4.447 1.021 22.2% 0.115 2.5% 15% False True 18,411
60 5.750 4.447 1.303 28.3% 0.119 2.6% 12% False True 16,647
80 5.949 4.447 1.502 32.6% 0.125 2.7% 11% False True 15,545
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 0.027
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 5.466
2.618 5.149
1.618 4.955
1.000 4.835
0.618 4.761
HIGH 4.641
0.618 4.567
0.500 4.544
0.382 4.521
LOW 4.447
0.618 4.327
1.000 4.253
1.618 4.133
2.618 3.939
4.250 3.623
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 4.585 4.591
PP 4.564 4.578
S1 4.544 4.564

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

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