NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 4.423 4.466 0.043 1.0% 4.511
High 4.478 4.515 0.037 0.8% 4.613
Low 4.390 4.407 0.017 0.4% 4.397
Close 4.416 4.466 0.050 1.1% 4.508
Range 0.088 0.108 0.020 22.7% 0.216
ATR 0.109 0.109 0.000 -0.1% 0.000
Volume 10,007 5,892 -4,115 -41.1% 56,422
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.787 4.734 4.525
R3 4.679 4.626 4.496
R2 4.571 4.571 4.486
R1 4.518 4.518 4.476 4.520
PP 4.463 4.463 4.463 4.464
S1 4.410 4.410 4.456 4.412
S2 4.355 4.355 4.446
S3 4.247 4.302 4.436
S4 4.139 4.194 4.407
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 4.555 4.345 0.210 4.7% 0.108 2.4% 58% False False 9,373
10 4.613 4.345 0.268 6.0% 0.112 2.5% 45% False False 10,259
20 4.613 4.345 0.268 6.0% 0.108 2.4% 45% False False 8,845
40 5.327 4.345 0.982 22.0% 0.103 2.3% 12% False False 7,363
60 5.458 4.345 1.113 24.9% 0.105 2.3% 11% False False 6,315
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.974
2.618 4.798
1.618 4.690
1.000 4.623
0.618 4.582
HIGH 4.515
0.618 4.474
0.500 4.461
0.382 4.448
LOW 4.407
0.618 4.340
1.000 4.299
1.618 4.232
2.618 4.124
4.250 3.948
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 4.464 4.456
PP 4.463 4.446
S1 4.461 4.437

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

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