NYMEX Natural Gas Future December 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 4.305 4.326 0.021 0.5% 4.396
High 4.383 4.450 0.067 1.5% 4.500
Low 4.290 4.307 0.017 0.4% 4.273
Close 4.319 4.374 0.055 1.3% 4.420
Range 0.093 0.143 0.050 53.8% 0.227
ATR 0.128 0.129 0.001 0.8% 0.000
Volume 21,609 22,988 1,379 6.4% 121,906
Daily Pivots for day following 23-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.806 4.733 4.453
R3 4.663 4.590 4.413
R2 4.520 4.520 4.400
R1 4.447 4.447 4.387 4.484
PP 4.377 4.377 4.377 4.395
S1 4.304 4.304 4.361 4.341
S2 4.234 4.234 4.348
S3 4.091 4.161 4.335
S4 3.948 4.018 4.295
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 4.481 4.230 0.251 5.7% 0.126 2.9% 57% False False 21,539
10 4.500 4.230 0.270 6.2% 0.136 3.1% 53% False False 23,118
20 4.522 4.230 0.292 6.7% 0.128 2.9% 49% False False 23,112
40 5.336 4.230 1.106 25.3% 0.122 2.8% 13% False False 20,764
60 5.447 4.230 1.217 27.8% 0.124 2.8% 12% False False 17,059
80 5.762 4.230 1.532 35.0% 0.130 3.0% 9% False False 14,629
100 5.762 4.230 1.532 35.0% 0.128 2.9% 9% False False 12,764
120 5.762 4.230 1.532 35.0% 0.131 3.0% 9% False False 11,201
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.058
2.618 4.824
1.618 4.681
1.000 4.593
0.618 4.538
HIGH 4.450
0.618 4.395
0.500 4.379
0.382 4.362
LOW 4.307
0.618 4.219
1.000 4.164
1.618 4.076
2.618 3.933
4.250 3.699
Fisher Pivots for day following 23-Sep-2010
Pivot 1 day 3 day
R1 4.379 4.363
PP 4.377 4.351
S1 4.376 4.340

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

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