NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 4.303 4.306 0.003 0.1% 4.364
High 4.344 4.310 -0.034 -0.8% 4.515
Low 4.265 4.239 -0.026 -0.6% 4.345
Close 4.296 4.295 -0.001 0.0% 4.373
Range 0.079 0.071 -0.008 -10.1% 0.170
ATR 0.108 0.105 -0.003 -2.4% 0.000
Volume 11,359 8,318 -3,041 -26.8% 38,489
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.494 4.466 4.334
R3 4.423 4.395 4.315
R2 4.352 4.352 4.308
R1 4.324 4.324 4.302 4.303
PP 4.281 4.281 4.281 4.271
S1 4.253 4.253 4.288 4.232
S2 4.210 4.210 4.282
S3 4.139 4.182 4.275
S4 4.068 4.111 4.256
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 4.239 0.276 6.4% 0.093 2.2% 20% False True 7,558
10 4.580 4.239 0.341 7.9% 0.108 2.5% 16% False True 8,741
20 4.613 4.239 0.374 8.7% 0.106 2.5% 15% False True 9,091
40 5.183 4.239 0.944 22.0% 0.100 2.3% 6% False True 7,255
60 5.399 4.239 1.160 27.0% 0.101 2.3% 5% False True 6,428
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.612
2.618 4.496
1.618 4.425
1.000 4.381
0.618 4.354
HIGH 4.310
0.618 4.283
0.500 4.275
0.382 4.266
LOW 4.239
0.618 4.195
1.000 4.168
1.618 4.124
2.618 4.053
4.250 3.937
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 4.288 4.297
PP 4.281 4.296
S1 4.275 4.296

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

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