NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 4.234 4.160 -0.074 -1.7% 4.361
High 4.234 4.236 0.002 0.0% 4.450
Low 4.125 4.141 0.016 0.4% 4.230
Close 4.141 4.172 0.031 0.7% 4.260
Range 0.109 0.095 -0.014 -12.8% 0.220
ATR 0.130 0.128 -0.003 -1.9% 0.000
Volume 43,916 21,564 -22,352 -50.9% 109,703
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.468 4.415 4.224
R3 4.373 4.320 4.198
R2 4.278 4.278 4.189
R1 4.225 4.225 4.181 4.252
PP 4.183 4.183 4.183 4.196
S1 4.130 4.130 4.163 4.157
S2 4.088 4.088 4.155
S3 3.993 4.035 4.146
S4 3.898 3.940 4.120
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.973 4.837 4.381
R3 4.753 4.617 4.321
R2 4.533 4.533 4.300
R1 4.397 4.397 4.280 4.355
PP 4.313 4.313 4.313 4.293
S1 4.177 4.177 4.240 4.135
S2 4.093 4.093 4.220
S3 3.873 3.957 4.200
S4 3.653 3.737 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.125 0.325 7.8% 0.116 2.8% 14% False False 26,275
10 4.500 4.125 0.375 9.0% 0.128 3.1% 13% False False 25,219
20 4.522 4.125 0.397 9.5% 0.126 3.0% 12% False False 24,793
40 5.229 4.125 1.104 26.5% 0.120 2.9% 4% False False 21,570
60 5.447 4.125 1.322 31.7% 0.121 2.9% 4% False False 18,006
80 5.762 4.125 1.637 39.2% 0.127 3.1% 3% False False 15,340
100 5.762 4.125 1.637 39.2% 0.129 3.1% 3% False False 13,538
120 5.762 4.125 1.637 39.2% 0.130 3.1% 3% False False 11,835
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.640
2.618 4.485
1.618 4.390
1.000 4.331
0.618 4.295
HIGH 4.236
0.618 4.200
0.500 4.189
0.382 4.177
LOW 4.141
0.618 4.082
1.000 4.046
1.618 3.987
2.618 3.892
4.250 3.737
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 4.189 4.259
PP 4.183 4.230
S1 4.178 4.201

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

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