NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 4.466 4.470 0.004 0.1% 4.364
High 4.515 4.470 -0.045 -1.0% 4.515
Low 4.407 4.367 -0.040 -0.9% 4.345
Close 4.466 4.373 -0.093 -2.1% 4.373
Range 0.108 0.103 -0.005 -4.6% 0.170
ATR 0.109 0.109 0.000 -0.4% 0.000
Volume 5,892 7,412 1,520 25.8% 38,489
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.712 4.646 4.430
R3 4.609 4.543 4.401
R2 4.506 4.506 4.392
R1 4.440 4.440 4.382 4.422
PP 4.403 4.403 4.403 4.394
S1 4.337 4.337 4.364 4.319
S2 4.300 4.300 4.354
S3 4.197 4.234 4.345
S4 4.094 4.131 4.316
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.921 4.817 4.467
R3 4.751 4.647 4.420
R2 4.581 4.581 4.404
R1 4.477 4.477 4.389 4.529
PP 4.411 4.411 4.411 4.437
S1 4.307 4.307 4.357 4.359
S2 4.241 4.241 4.342
S3 4.071 4.137 4.326
S4 3.901 3.967 4.280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.515 4.345 0.170 3.9% 0.110 2.5% 16% False False 7,697
10 4.613 4.345 0.268 6.1% 0.114 2.6% 10% False False 9,491
20 4.613 4.345 0.268 6.1% 0.111 2.5% 10% False False 8,921
40 5.327 4.345 0.982 22.5% 0.103 2.4% 3% False False 7,215
60 5.458 4.345 1.113 25.5% 0.105 2.4% 3% False False 6,342
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.908
2.618 4.740
1.618 4.637
1.000 4.573
0.618 4.534
HIGH 4.470
0.618 4.431
0.500 4.419
0.382 4.406
LOW 4.367
0.618 4.303
1.000 4.264
1.618 4.200
2.618 4.097
4.250 3.929
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 4.419 4.441
PP 4.403 4.418
S1 4.388 4.396

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

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