NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 4.466 4.403 -0.063 -1.4% 4.455
High 4.496 4.445 -0.051 -1.1% 4.456
Low 4.329 4.366 0.037 0.9% 4.284
Close 4.418 4.420 0.002 0.0% 4.427
Range 0.167 0.079 -0.088 -52.7% 0.172
ATR 0.123 0.120 -0.003 -2.5% 0.000
Volume 21,596 24,831 3,235 15.0% 106,115
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.647 4.613 4.463
R3 4.568 4.534 4.442
R2 4.489 4.489 4.434
R1 4.455 4.455 4.427 4.472
PP 4.410 4.410 4.410 4.419
S1 4.376 4.376 4.413 4.393
S2 4.331 4.331 4.406
S3 4.252 4.297 4.398
S4 4.173 4.218 4.377
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.905 4.838 4.522
R3 4.733 4.666 4.474
R2 4.561 4.561 4.459
R1 4.494 4.494 4.443 4.442
PP 4.389 4.389 4.389 4.363
S1 4.322 4.322 4.411 4.270
S2 4.217 4.217 4.395
S3 4.045 4.150 4.380
S4 3.873 3.978 4.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.500 4.284 0.216 4.9% 0.118 2.7% 63% False False 23,786
10 4.504 4.284 0.220 5.0% 0.122 2.8% 62% False False 24,846
20 4.840 4.284 0.556 12.6% 0.115 2.6% 24% False False 19,968
40 5.336 4.284 1.052 23.8% 0.117 2.6% 13% False False 18,606
60 5.570 4.284 1.286 29.1% 0.123 2.8% 11% False False 15,294
80 5.762 4.284 1.478 33.4% 0.129 2.9% 9% False False 13,168
100 5.762 4.284 1.478 33.4% 0.128 2.9% 9% False False 11,590
120 5.762 4.284 1.478 33.4% 0.132 3.0% 9% False False 10,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.024
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.781
2.618 4.652
1.618 4.573
1.000 4.524
0.618 4.494
HIGH 4.445
0.618 4.415
0.500 4.406
0.382 4.396
LOW 4.366
0.618 4.317
1.000 4.287
1.618 4.238
2.618 4.159
4.250 4.030
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 4.415 4.418
PP 4.410 4.416
S1 4.406 4.415

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

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