NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 4.511 4.543 0.032 0.7% 4.521
High 4.600 4.613 0.013 0.3% 4.568
Low 4.500 4.455 -0.045 -1.0% 4.403
Close 4.581 4.543 -0.038 -0.8% 4.546
Range 0.100 0.158 0.058 58.0% 0.165
ATR 0.103 0.107 0.004 3.8% 0.000
Volume 8,900 11,272 2,372 26.7% 38,863
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.011 4.935 4.630
R3 4.853 4.777 4.586
R2 4.695 4.695 4.572
R1 4.619 4.619 4.557 4.622
PP 4.537 4.537 4.537 4.539
S1 4.461 4.461 4.529 4.464
S2 4.379 4.379 4.514
S3 4.221 4.303 4.500
S4 4.063 4.145 4.456
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.001 4.938 4.637
R3 4.836 4.773 4.591
R2 4.671 4.671 4.576
R1 4.608 4.608 4.561 4.640
PP 4.506 4.506 4.506 4.521
S1 4.443 4.443 4.531 4.475
S2 4.341 4.341 4.516
S3 4.176 4.278 4.501
S4 4.011 4.113 4.455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.613 4.411 0.202 4.4% 0.107 2.3% 65% True False 10,863
10 4.613 4.403 0.210 4.6% 0.107 2.4% 67% True False 8,916
20 4.850 4.403 0.447 9.8% 0.099 2.2% 31% False False 7,008
40 5.327 4.403 0.924 20.3% 0.100 2.2% 15% False False 6,171
60 5.709 4.403 1.306 28.7% 0.105 2.3% 11% False False 5,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5.285
2.618 5.027
1.618 4.869
1.000 4.771
0.618 4.711
HIGH 4.613
0.618 4.553
0.500 4.534
0.382 4.515
LOW 4.455
0.618 4.357
1.000 4.297
1.618 4.199
2.618 4.041
4.250 3.784
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 4.540 4.540
PP 4.537 4.537
S1 4.534 4.534

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

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