NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 4.288 4.350 0.062 1.4% 4.469
High 4.380 4.390 0.010 0.2% 4.530
Low 4.288 4.322 0.034 0.8% 4.320
Close 4.313 4.336 0.023 0.5% 4.420
Range 0.092 0.068 -0.024 -26.1% 0.210
ATR 0.102 0.101 -0.002 -1.8% 0.000
Volume 7,290 8,456 1,166 16.0% 42,588
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.553 4.513 4.373
R3 4.485 4.445 4.355
R2 4.417 4.417 4.348
R1 4.377 4.377 4.342 4.363
PP 4.349 4.349 4.349 4.343
S1 4.309 4.309 4.330 4.295
S2 4.281 4.281 4.324
S3 4.213 4.241 4.317
S4 4.145 4.173 4.299
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% 0.118 2.7% 27% False False 8,502
10 4.530 4.272 0.258 6.0% 0.103 2.4% 25% False False 7,588
20 4.530 4.272 0.258 6.0% 0.097 2.2% 25% False False 7,074
40 5.116 4.272 0.844 19.5% 0.093 2.1% 8% False False 6,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.679
2.618 4.568
1.618 4.500
1.000 4.458
0.618 4.432
HIGH 4.390
0.618 4.364
0.500 4.356
0.382 4.348
LOW 4.322
0.618 4.280
1.000 4.254
1.618 4.212
2.618 4.144
4.250 4.033
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 4.356 4.345
PP 4.349 4.342
S1 4.343 4.339

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

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