NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 4.535 4.470 -0.065 -1.4% 4.420
High 4.535 4.485 -0.050 -1.1% 4.600
Low 4.425 4.411 -0.014 -0.3% 4.419
Close 4.473 4.467 -0.006 -0.1% 4.569
Range 0.110 0.074 -0.036 -32.7% 0.181
ATR 0.105 0.103 -0.002 -2.1% 0.000
Volume 7,652 11,395 3,743 48.9% 36,518
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.676 4.646 4.508
R3 4.602 4.572 4.487
R2 4.528 4.528 4.481
R1 4.498 4.498 4.474 4.476
PP 4.454 4.454 4.454 4.444
S1 4.424 4.424 4.460 4.402
S2 4.380 4.380 4.453
S3 4.306 4.350 4.447
S4 4.232 4.276 4.426
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 4.567 4.403 0.164 3.7% 0.106 2.4% 39% False False 7,827
10 4.600 4.403 0.197 4.4% 0.104 2.3% 32% False False 7,431
20 4.914 4.403 0.511 11.4% 0.094 2.1% 13% False False 6,041
40 5.327 4.403 0.924 20.7% 0.100 2.2% 7% False False 5,630
60 5.749 4.403 1.346 30.1% 0.105 2.4% 5% False False 5,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.800
2.618 4.679
1.618 4.605
1.000 4.559
0.618 4.531
HIGH 4.485
0.618 4.457
0.500 4.448
0.382 4.439
LOW 4.411
0.618 4.365
1.000 4.337
1.618 4.291
2.618 4.217
4.250 4.097
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 4.461 4.475
PP 4.454 4.472
S1 4.448 4.470

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

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