NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 4.400 4.288 -0.112 -2.5% 4.469
High 4.418 4.380 -0.038 -0.9% 4.530
Low 4.272 4.288 0.016 0.4% 4.320
Close 4.292 4.313 0.021 0.5% 4.420
Range 0.146 0.092 -0.054 -37.0% 0.210
ATR 0.103 0.102 -0.001 -0.8% 0.000
Volume 6,584 7,290 706 10.7% 42,588
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.603 4.550 4.364
R3 4.511 4.458 4.338
R2 4.419 4.419 4.330
R1 4.366 4.366 4.321 4.393
PP 4.327 4.327 4.327 4.340
S1 4.274 4.274 4.305 4.301
S2 4.235 4.235 4.296
S3 4.143 4.182 4.288
S4 4.051 4.090 4.262
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.053 4.947 4.536
R3 4.843 4.737 4.478
R2 4.633 4.633 4.459
R1 4.527 4.527 4.439 4.475
PP 4.423 4.423 4.423 4.398
S1 4.317 4.317 4.401 4.265
S2 4.213 4.213 4.382
S3 4.003 4.107 4.362
S4 3.793 3.897 4.305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.506 4.272 0.234 5.4% 0.114 2.7% 18% False False 8,249
10 4.530 4.272 0.258 6.0% 0.101 2.3% 16% False False 7,448
20 4.530 4.272 0.258 6.0% 0.095 2.2% 16% False False 7,030
40 5.116 4.272 0.844 19.6% 0.093 2.2% 5% False False 5,933
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.771
2.618 4.621
1.618 4.529
1.000 4.472
0.618 4.437
HIGH 4.380
0.618 4.345
0.500 4.334
0.382 4.323
LOW 4.288
0.618 4.231
1.000 4.196
1.618 4.139
2.618 4.047
4.250 3.897
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 4.334 4.373
PP 4.327 4.353
S1 4.320 4.333

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

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