NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 4.587 4.618 0.031 0.7% 4.557
High 4.641 4.631 -0.010 -0.2% 4.681
Low 4.447 4.527 0.080 1.8% 4.447
Close 4.605 4.574 -0.031 -0.7% 4.574
Range 0.194 0.104 -0.090 -46.4% 0.234
ATR 0.120 0.119 -0.001 -0.9% 0.000
Volume 22,910 27,519 4,609 20.1% 124,384
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.889 4.836 4.631
R3 4.785 4.732 4.603
R2 4.681 4.681 4.593
R1 4.628 4.628 4.584 4.603
PP 4.577 4.577 4.577 4.565
S1 4.524 4.524 4.564 4.499
S2 4.473 4.473 4.555
S3 4.369 4.420 4.545
S4 4.265 4.316 4.517
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.269 5.156 4.703
R3 5.035 4.922 4.638
R2 4.801 4.801 4.617
R1 4.688 4.688 4.595 4.745
PP 4.567 4.567 4.567 4.596
S1 4.454 4.454 4.553 4.511
S2 4.333 4.333 4.531
S3 4.099 4.220 4.510
S4 3.865 3.986 4.445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.681 4.447 0.234 5.1% 0.130 2.8% 54% False False 24,876
10 4.681 4.447 0.234 5.1% 0.124 2.7% 54% False False 24,489
20 4.819 4.447 0.372 8.1% 0.112 2.4% 34% False False 20,690
40 5.468 4.447 1.021 22.3% 0.114 2.5% 12% False False 18,783
60 5.750 4.447 1.303 28.5% 0.119 2.6% 10% False False 16,941
80 5.949 4.447 1.502 32.8% 0.125 2.7% 8% False False 15,820
100 5.949 4.447 1.502 32.8% 0.124 2.7% 8% False False 14,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.073
2.618 4.903
1.618 4.799
1.000 4.735
0.618 4.695
HIGH 4.631
0.618 4.591
0.500 4.579
0.382 4.567
LOW 4.527
0.618 4.463
1.000 4.423
1.618 4.359
2.618 4.255
4.250 4.085
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 4.579 4.564
PP 4.577 4.554
S1 4.576 4.544

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

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