NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 3.964 3.999 0.035 0.9% 3.933
High 4.060 4.144 0.084 2.1% 3.939
Low 3.932 3.852 -0.080 -2.0% 3.703
Close 3.995 4.062 0.067 1.7% 3.883
Range 0.128 0.292 0.164 128.1% 0.236
ATR 0.156 0.166 0.010 6.2% 0.000
Volume 121,330 201,579 80,249 66.1% 388,284
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.895 4.771 4.223
R3 4.603 4.479 4.142
R2 4.311 4.311 4.116
R1 4.187 4.187 4.089 4.249
PP 4.019 4.019 4.019 4.051
S1 3.895 3.895 4.035 3.957
S2 3.727 3.727 4.008
S3 3.435 3.603 3.982
S4 3.143 3.311 3.901
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.550 4.452 4.013
R3 4.314 4.216 3.948
R2 4.078 4.078 3.926
R1 3.980 3.980 3.905 3.911
PP 3.842 3.842 3.842 3.807
S1 3.744 3.744 3.861 3.675
S2 3.606 3.606 3.840
S3 3.370 3.508 3.818
S4 3.134 3.272 3.753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.144 3.773 0.371 9.1% 0.188 4.6% 78% True False 132,084
10 4.144 3.697 0.447 11.0% 0.170 4.2% 82% True False 113,115
20 4.450 3.693 0.757 18.6% 0.162 4.0% 49% False False 95,235
40 5.010 3.693 1.317 32.4% 0.159 3.9% 28% False False 77,008
60 5.028 3.693 1.335 32.9% 0.163 4.0% 28% False False 61,317
80 5.345 3.693 1.652 40.7% 0.170 4.2% 22% False False 52,750
100 5.345 3.693 1.652 40.7% 0.168 4.1% 22% False False 45,876
120 5.345 3.693 1.652 40.7% 0.168 4.1% 22% False False 40,510
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 0.049
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 5.385
2.618 4.908
1.618 4.616
1.000 4.436
0.618 4.324
HIGH 4.144
0.618 4.032
0.500 3.998
0.382 3.964
LOW 3.852
0.618 3.672
1.000 3.560
1.618 3.380
2.618 3.088
4.250 2.611
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 4.041 4.039
PP 4.019 4.016
S1 3.998 3.994

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

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