NYMEX Natural Gas Future December 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 4.403 4.435 0.032 0.7% 4.455
High 4.445 4.500 0.055 1.2% 4.456
Low 4.366 4.273 -0.093 -2.1% 4.284
Close 4.420 4.450 0.030 0.7% 4.427
Range 0.079 0.227 0.148 187.3% 0.172
ATR 0.120 0.127 0.008 6.4% 0.000
Volume 24,831 32,884 8,053 32.4% 106,115
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.089 4.996 4.575
R3 4.862 4.769 4.512
R2 4.635 4.635 4.492
R1 4.542 4.542 4.471 4.589
PP 4.408 4.408 4.408 4.431
S1 4.315 4.315 4.429 4.362
S2 4.181 4.181 4.408
S3 3.954 4.088 4.388
S4 3.727 3.861 4.325
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 4.273 0.227 5.1% 0.146 3.3% 78% True True 24,698
10 4.500 4.273 0.227 5.1% 0.133 3.0% 78% True True 25,645
20 4.840 4.273 0.567 12.7% 0.123 2.8% 31% False True 20,833
40 5.336 4.273 1.063 23.9% 0.120 2.7% 17% False True 19,262
60 5.570 4.273 1.297 29.1% 0.124 2.8% 14% False True 15,730
80 5.762 4.273 1.489 33.5% 0.130 2.9% 12% False True 13,541
100 5.762 4.273 1.489 33.5% 0.129 2.9% 12% False True 11,880
120 5.762 4.273 1.489 33.5% 0.133 3.0% 12% False True 10,509
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 0.025
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 5.465
2.618 5.094
1.618 4.867
1.000 4.727
0.618 4.640
HIGH 4.500
0.618 4.413
0.500 4.387
0.382 4.360
LOW 4.273
0.618 4.133
1.000 4.046
1.618 3.906
2.618 3.679
4.250 3.308
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 4.429 4.429
PP 4.408 4.408
S1 4.387 4.387

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

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