NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 4.521 4.535 0.014 0.3% 4.420
High 4.546 4.535 -0.011 -0.2% 4.600
Low 4.403 4.425 0.022 0.5% 4.419
Close 4.495 4.473 -0.022 -0.5% 4.569
Range 0.143 0.110 -0.033 -23.1% 0.181
ATR 0.105 0.105 0.000 0.3% 0.000
Volume 4,717 7,652 2,935 62.2% 36,518
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.808 4.750 4.534
R3 4.698 4.640 4.503
R2 4.588 4.588 4.493
R1 4.530 4.530 4.483 4.504
PP 4.478 4.478 4.478 4.465
S1 4.420 4.420 4.463 4.394
S2 4.368 4.368 4.453
S3 4.258 4.310 4.443
S4 4.148 4.200 4.413
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.072 5.002 4.669
R3 4.891 4.821 4.619
R2 4.710 4.710 4.602
R1 4.640 4.640 4.586 4.675
PP 4.529 4.529 4.529 4.547
S1 4.459 4.459 4.552 4.494
S2 4.348 4.348 4.536
S3 4.167 4.278 4.519
S4 3.986 4.097 4.469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.592 4.403 0.189 4.2% 0.112 2.5% 37% False False 7,188
10 4.600 4.403 0.197 4.4% 0.108 2.4% 36% False False 6,909
20 4.914 4.403 0.511 11.4% 0.094 2.1% 14% False False 5,700
40 5.327 4.403 0.924 20.7% 0.100 2.2% 8% False False 5,459
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.003
2.618 4.823
1.618 4.713
1.000 4.645
0.618 4.603
HIGH 4.535
0.618 4.493
0.500 4.480
0.382 4.467
LOW 4.425
0.618 4.357
1.000 4.315
1.618 4.247
2.618 4.137
4.250 3.958
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 4.480 4.485
PP 4.478 4.481
S1 4.475 4.477

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

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