NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 4.297 4.240 -0.057 -1.3% 4.354
High 4.320 4.260 -0.060 -1.4% 4.354
Low 4.194 4.200 0.006 0.1% 4.194
Close 4.259 4.232 -0.027 -0.6% 4.232
Range 0.126 0.060 -0.066 -52.4% 0.160
ATR 0.107 0.103 -0.003 -3.1% 0.000
Volume 7,243 12,138 4,895 67.6% 43,869
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.411 4.381 4.265
R3 4.351 4.321 4.249
R2 4.291 4.291 4.243
R1 4.261 4.261 4.238 4.246
PP 4.231 4.231 4.231 4.223
S1 4.201 4.201 4.227 4.186
S2 4.171 4.171 4.221
S3 4.111 4.141 4.216
S4 4.051 4.081 4.199
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.740 4.646 4.320
R3 4.580 4.486 4.276
R2 4.420 4.420 4.261
R1 4.326 4.326 4.247 4.293
PP 4.260 4.260 4.260 4.244
S1 4.166 4.166 4.217 4.133
S2 4.100 4.100 4.203
S3 3.940 4.006 4.188
S4 3.780 3.846 4.144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.354 4.194 0.160 3.8% 0.088 2.1% 24% False False 8,773
10 4.515 4.194 0.321 7.6% 0.099 2.3% 12% False False 8,235
20 4.613 4.194 0.419 9.9% 0.105 2.5% 9% False False 9,239
40 5.087 4.194 0.893 21.1% 0.099 2.3% 4% False False 7,471
60 5.327 4.194 1.133 26.8% 0.100 2.4% 3% False False 6,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.515
2.618 4.417
1.618 4.357
1.000 4.320
0.618 4.297
HIGH 4.260
0.618 4.237
0.500 4.230
0.382 4.223
LOW 4.200
0.618 4.163
1.000 4.140
1.618 4.103
2.618 4.043
4.250 3.945
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 4.231 4.257
PP 4.231 4.249
S1 4.230 4.240

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

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