NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 4.547 4.414 -0.133 -2.9% 4.546
High 4.550 4.443 -0.107 -2.4% 4.616
Low 4.425 4.299 -0.126 -2.8% 4.404
Close 4.435 4.309 -0.126 -2.8% 4.435
Range 0.125 0.144 0.019 15.2% 0.212
ATR 0.121 0.123 0.002 1.3% 0.000
Volume 22,410 14,411 -7,999 -35.7% 101,539
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.782 4.690 4.388
R3 4.638 4.546 4.349
R2 4.494 4.494 4.335
R1 4.402 4.402 4.322 4.376
PP 4.350 4.350 4.350 4.338
S1 4.258 4.258 4.296 4.232
S2 4.206 4.206 4.283
S3 4.062 4.114 4.269
S4 3.918 3.970 4.230
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.121 4.990 4.552
R3 4.909 4.778 4.493
R2 4.697 4.697 4.474
R1 4.566 4.566 4.454 4.526
PP 4.485 4.485 4.485 4.465
S1 4.354 4.354 4.416 4.314
S2 4.273 4.273 4.396
S3 4.061 4.142 4.377
S4 3.849 3.930 4.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.616 4.299 0.317 7.4% 0.122 2.8% 3% False True 20,025
10 4.681 4.299 0.382 8.9% 0.129 3.0% 3% False True 22,053
20 4.681 4.299 0.382 8.9% 0.124 2.9% 3% False True 21,907
40 5.468 4.299 1.169 27.1% 0.117 2.7% 1% False True 19,119
60 5.593 4.299 1.294 30.0% 0.118 2.7% 1% False True 17,830
80 5.949 4.299 1.650 38.3% 0.124 2.9% 1% False True 16,589
100 5.949 4.299 1.650 38.3% 0.124 2.9% 1% False True 15,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.055
2.618 4.820
1.618 4.676
1.000 4.587
0.618 4.532
HIGH 4.443
0.618 4.388
0.500 4.371
0.382 4.354
LOW 4.299
0.618 4.210
1.000 4.155
1.618 4.066
2.618 3.922
4.250 3.687
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 4.371 4.458
PP 4.350 4.408
S1 4.330 4.359

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

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