NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 4.580 4.516 -0.064 -1.4% 4.650
High 4.600 4.592 -0.008 -0.2% 4.653
Low 4.510 4.488 -0.022 -0.5% 4.418
Close 4.580 4.516 -0.064 -1.4% 4.422
Range 0.090 0.104 0.014 15.6% 0.235
ATR 0.100 0.100 0.000 0.3% 0.000
Volume 6,554 8,203 1,649 25.2% 28,866
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.844 4.784 4.573
R3 4.740 4.680 4.545
R2 4.636 4.636 4.535
R1 4.576 4.576 4.526 4.568
PP 4.532 4.532 4.532 4.528
S1 4.472 4.472 4.506 4.464
S2 4.428 4.428 4.497
S3 4.324 4.368 4.487
S4 4.220 4.264 4.459
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.203 5.047 4.551
R3 4.968 4.812 4.487
R2 4.733 4.733 4.465
R1 4.577 4.577 4.444 4.538
PP 4.498 4.498 4.498 4.478
S1 4.342 4.342 4.400 4.303
S2 4.263 4.263 4.379
S3 4.028 4.107 4.357
S4 3.793 3.872 4.293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.418 0.182 4.0% 0.103 2.3% 54% False False 7,035
10 4.850 4.418 0.432 9.6% 0.098 2.2% 23% False False 5,790
20 5.183 4.418 0.765 16.9% 0.096 2.1% 13% False False 5,499
40 5.327 4.418 0.909 20.1% 0.098 2.2% 11% False False 5,196
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 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.034
2.618 4.864
1.618 4.760
1.000 4.696
0.618 4.656
HIGH 4.592
0.618 4.552
0.500 4.540
0.382 4.528
LOW 4.488
0.618 4.424
1.000 4.384
1.618 4.320
2.618 4.216
4.250 4.046
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 4.540 4.514
PP 4.532 4.512
S1 4.524 4.510

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

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