NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 4.306 4.297 -0.009 -0.2% 4.364
High 4.310 4.320 0.010 0.2% 4.515
Low 4.239 4.194 -0.045 -1.1% 4.345
Close 4.295 4.259 -0.036 -0.8% 4.373
Range 0.071 0.126 0.055 77.5% 0.170
ATR 0.105 0.107 0.001 1.4% 0.000
Volume 8,318 7,243 -1,075 -12.9% 38,489
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.636 4.573 4.328
R3 4.510 4.447 4.294
R2 4.384 4.384 4.282
R1 4.321 4.321 4.271 4.290
PP 4.258 4.258 4.258 4.242
S1 4.195 4.195 4.247 4.164
S2 4.132 4.132 4.236
S3 4.006 4.069 4.224
S4 3.880 3.943 4.190
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 4.470 4.194 0.276 6.5% 0.096 2.3% 24% False True 7,828
10 4.555 4.194 0.361 8.5% 0.102 2.4% 18% False True 8,601
20 4.613 4.194 0.419 9.8% 0.107 2.5% 16% False True 9,043
40 5.183 4.194 0.989 23.2% 0.101 2.4% 7% False True 7,271
60 5.327 4.194 1.133 26.6% 0.101 2.4% 6% False True 6,478
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 0.023
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.856
2.618 4.650
1.618 4.524
1.000 4.446
0.618 4.398
HIGH 4.320
0.618 4.272
0.500 4.257
0.382 4.242
LOW 4.194
0.618 4.116
1.000 4.068
1.618 3.990
2.618 3.864
4.250 3.659
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 4.258 4.269
PP 4.258 4.266
S1 4.257 4.262

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

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