NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 4.256 4.305 0.049 1.2% 4.396
High 4.361 4.383 0.022 0.5% 4.500
Low 4.230 4.290 0.060 1.4% 4.273
Close 4.287 4.319 0.032 0.7% 4.420
Range 0.131 0.093 -0.038 -29.0% 0.227
ATR 0.130 0.128 -0.002 -1.9% 0.000
Volume 25,407 21,609 -3,798 -14.9% 121,906
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.610 4.557 4.370
R3 4.517 4.464 4.345
R2 4.424 4.424 4.336
R1 4.371 4.371 4.328 4.398
PP 4.331 4.331 4.331 4.344
S1 4.278 4.278 4.310 4.305
S2 4.238 4.238 4.302
S3 4.145 4.185 4.293
S4 4.052 4.092 4.268
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.079 4.976 4.545
R3 4.852 4.749 4.482
R2 4.625 4.625 4.462
R1 4.522 4.522 4.441 4.574
PP 4.398 4.398 4.398 4.423
S1 4.295 4.295 4.399 4.347
S2 4.171 4.171 4.378
S3 3.944 4.068 4.358
S4 3.717 3.841 4.295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.500 4.230 0.270 6.3% 0.143 3.3% 33% False False 23,518
10 4.500 4.230 0.270 6.3% 0.130 3.0% 33% False False 23,652
20 4.522 4.230 0.292 6.8% 0.127 2.9% 30% False False 22,587
40 5.336 4.230 1.106 25.6% 0.122 2.8% 8% False False 20,420
60 5.447 4.230 1.217 28.2% 0.125 2.9% 7% False False 16,755
80 5.762 4.230 1.532 35.5% 0.130 3.0% 6% False False 14,412
100 5.762 4.230 1.532 35.5% 0.128 3.0% 6% False False 12,590
120 5.762 4.230 1.532 35.5% 0.132 3.1% 6% False False 11,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.778
2.618 4.626
1.618 4.533
1.000 4.476
0.618 4.440
HIGH 4.383
0.618 4.347
0.500 4.337
0.382 4.326
LOW 4.290
0.618 4.233
1.000 4.197
1.618 4.140
2.618 4.047
4.250 3.895
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 4.337 4.316
PP 4.331 4.312
S1 4.325 4.309

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

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