NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 4.377 4.423 0.046 1.1% 4.511
High 4.463 4.478 0.015 0.3% 4.613
Low 4.358 4.390 0.032 0.7% 4.397
Close 4.391 4.416 0.025 0.6% 4.508
Range 0.105 0.088 -0.017 -16.2% 0.216
ATR 0.111 0.109 -0.002 -1.5% 0.000
Volume 7,625 10,007 2,382 31.2% 56,422
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.692 4.642 4.464
R3 4.604 4.554 4.440
R2 4.516 4.516 4.432
R1 4.466 4.466 4.424 4.447
PP 4.428 4.428 4.428 4.419
S1 4.378 4.378 4.408 4.359
S2 4.340 4.340 4.400
S3 4.252 4.290 4.392
S4 4.164 4.202 4.368
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.154 5.047 4.627
R3 4.938 4.831 4.567
R2 4.722 4.722 4.548
R1 4.615 4.615 4.528 4.561
PP 4.506 4.506 4.506 4.479
S1 4.399 4.399 4.488 4.345
S2 4.290 4.290 4.468
S3 4.074 4.183 4.449
S4 3.858 3.967 4.389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.580 4.345 0.235 5.3% 0.123 2.8% 30% False False 9,924
10 4.613 4.345 0.268 6.1% 0.109 2.5% 26% False False 10,810
20 4.613 4.345 0.268 6.1% 0.108 2.5% 26% False False 8,859
40 5.327 4.345 0.982 22.2% 0.104 2.4% 7% False False 7,283
60 5.458 4.345 1.113 25.2% 0.105 2.4% 6% False False 6,280
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.852
2.618 4.708
1.618 4.620
1.000 4.566
0.618 4.532
HIGH 4.478
0.618 4.444
0.500 4.434
0.382 4.424
LOW 4.390
0.618 4.336
1.000 4.302
1.618 4.248
2.618 4.160
4.250 4.016
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 4.434 4.418
PP 4.428 4.417
S1 4.422 4.417

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

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