NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 4.319 4.384 0.065 1.5% 4.300
High 4.374 4.496 0.122 2.8% 4.473
Low 4.290 4.352 0.062 1.4% 4.250
Close 4.375 4.466 0.091 2.1% 4.368
Range 0.084 0.144 0.060 71.4% 0.223
ATR 0.000 0.128 0.128 0.000
Volume 1,091 544 -547 -50.1% 6,564
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.870 4.812 4.545
R3 4.726 4.668 4.506
R2 4.582 4.582 4.492
R1 4.524 4.524 4.479 4.553
PP 4.438 4.438 4.438 4.453
S1 4.380 4.380 4.453 4.409
S2 4.294 4.294 4.440
S3 4.150 4.236 4.426
S4 4.006 4.092 4.387
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.033 4.923 4.491
R3 4.810 4.700 4.429
R2 4.587 4.587 4.409
R1 4.477 4.477 4.388 4.532
PP 4.364 4.364 4.364 4.391
S1 4.254 4.254 4.348 4.309
S2 4.141 4.141 4.327
S3 3.918 4.031 4.307
S4 3.695 3.808 4.245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.496 4.250 0.246 5.5% 0.113 2.5% 88% True False 1,362
10 4.535 4.209 0.326 7.3% 0.116 2.6% 79% False False 1,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.108
2.618 4.873
1.618 4.729
1.000 4.640
0.618 4.585
HIGH 4.496
0.618 4.441
0.500 4.424
0.382 4.407
LOW 4.352
0.618 4.263
1.000 4.208
1.618 4.119
2.618 3.975
4.250 3.740
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 4.452 4.442
PP 4.438 4.417
S1 4.424 4.393

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

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