NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 23-Sep-2010
Day Change Summary
Previous Current
22-Sep-2010 23-Sep-2010 Change Change % Previous Week
Open 3.932 3.993 0.061 1.6% 3.834
High 4.014 4.133 0.119 3.0% 4.144
Low 3.908 3.972 0.064 1.6% 3.800
Close 3.966 4.019 0.053 1.3% 4.024
Range 0.106 0.161 0.055 51.9% 0.344
ATR 0.163 0.164 0.000 0.2% 0.000
Volume 78,126 109,359 31,233 40.0% 655,997
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.524 4.433 4.108
R3 4.363 4.272 4.063
R2 4.202 4.202 4.049
R1 4.111 4.111 4.034 4.157
PP 4.041 4.041 4.041 4.064
S1 3.950 3.950 4.004 3.996
S2 3.880 3.880 3.989
S3 3.719 3.789 3.975
S4 3.558 3.628 3.930
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.021 4.867 4.213
R3 4.677 4.523 4.119
R2 4.333 4.333 4.087
R1 4.179 4.179 4.056 4.256
PP 3.989 3.989 3.989 4.028
S1 3.835 3.835 3.992 3.912
S2 3.645 3.645 3.961
S3 3.301 3.491 3.929
S4 2.957 3.147 3.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.133 3.806 0.327 8.1% 0.149 3.7% 65% True False 103,220
10 4.144 3.773 0.371 9.2% 0.169 4.2% 66% False False 117,652
20 4.144 3.693 0.451 11.2% 0.163 4.1% 72% False False 107,733
40 5.010 3.693 1.317 32.8% 0.160 4.0% 25% False False 86,514
60 5.010 3.693 1.317 32.8% 0.163 4.1% 25% False False 68,423
80 5.345 3.693 1.652 41.1% 0.170 4.2% 20% False False 58,129
100 5.345 3.693 1.652 41.1% 0.167 4.2% 20% False False 50,280
120 5.345 3.693 1.652 41.1% 0.167 4.1% 20% False False 44,149
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 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.817
2.618 4.554
1.618 4.393
1.000 4.294
0.618 4.232
HIGH 4.133
0.618 4.071
0.500 4.053
0.382 4.034
LOW 3.972
0.618 3.873
1.000 3.811
1.618 3.712
2.618 3.551
4.250 3.288
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 4.053 4.003
PP 4.041 3.988
S1 4.030 3.972

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

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