NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 4.469 4.494 0.025 0.6% 4.557
High 4.549 4.616 0.067 1.5% 4.681
Low 4.460 4.475 0.015 0.3% 4.447
Close 4.490 4.536 0.046 1.0% 4.574
Range 0.089 0.141 0.052 58.4% 0.234
ATR 0.119 0.121 0.002 1.3% 0.000
Volume 23,550 21,705 -1,845 -7.8% 124,384
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.965 4.892 4.614
R3 4.824 4.751 4.575
R2 4.683 4.683 4.562
R1 4.610 4.610 4.549 4.647
PP 4.542 4.542 4.542 4.561
S1 4.469 4.469 4.523 4.506
S2 4.401 4.401 4.510
S3 4.260 4.328 4.497
S4 4.119 4.187 4.458
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.269 5.156 4.703
R3 5.035 4.922 4.638
R2 4.801 4.801 4.617
R1 4.688 4.688 4.595 4.745
PP 4.567 4.567 4.567 4.596
S1 4.454 4.454 4.553 4.511
S2 4.333 4.333 4.531
S3 4.099 4.220 4.510
S4 3.865 3.986 4.445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.631 4.404 0.227 5.0% 0.119 2.6% 58% False False 21,329
10 4.681 4.404 0.277 6.1% 0.126 2.8% 48% False False 23,058
20 4.681 4.404 0.277 6.1% 0.120 2.6% 48% False False 22,116
40 5.468 4.404 1.064 23.5% 0.116 2.6% 12% False False 19,725
60 5.611 4.404 1.207 26.6% 0.119 2.6% 11% False False 17,687
80 5.949 4.404 1.545 34.1% 0.124 2.7% 9% False False 16,365
100 5.949 4.404 1.545 34.1% 0.123 2.7% 9% False False 15,101
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.215
2.618 4.985
1.618 4.844
1.000 4.757
0.618 4.703
HIGH 4.616
0.618 4.562
0.500 4.546
0.382 4.529
LOW 4.475
0.618 4.388
1.000 4.334
1.618 4.247
2.618 4.106
4.250 3.876
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 4.546 4.530
PP 4.542 4.523
S1 4.539 4.517

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

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