NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 4.348 4.295 -0.053 -1.2% 4.414
High 4.378 4.295 -0.083 -1.9% 4.443
Low 4.219 4.230 0.011 0.3% 4.219
Close 4.294 4.261 -0.033 -0.8% 4.261
Range 0.159 0.065 -0.094 -59.1% 0.224
ATR 0.120 0.116 -0.004 -3.3% 0.000
Volume 16,318 23,431 7,113 43.6% 103,821
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.457 4.424 4.297
R3 4.392 4.359 4.279
R2 4.327 4.327 4.273
R1 4.294 4.294 4.267 4.278
PP 4.262 4.262 4.262 4.254
S1 4.229 4.229 4.255 4.213
S2 4.197 4.197 4.249
S3 4.132 4.164 4.243
S4 4.067 4.099 4.225
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.980 4.844 4.384
R3 4.756 4.620 4.323
R2 4.532 4.532 4.302
R1 4.396 4.396 4.282 4.352
PP 4.308 4.308 4.308 4.286
S1 4.172 4.172 4.240 4.128
S2 4.084 4.084 4.220
S3 3.860 3.948 4.199
S4 3.636 3.724 4.138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.443 4.219 0.224 5.3% 0.107 2.5% 19% False False 20,764
10 4.616 4.219 0.397 9.3% 0.115 2.7% 11% False False 20,536
20 4.681 4.219 0.462 10.8% 0.119 2.8% 9% False False 22,512
40 5.207 4.219 0.988 23.2% 0.112 2.6% 4% False False 19,755
60 5.468 4.219 1.249 29.3% 0.114 2.7% 3% False False 18,383
80 5.949 4.219 1.730 40.6% 0.120 2.8% 2% False False 16,923
100 5.949 4.219 1.730 40.6% 0.124 2.9% 2% False False 15,799
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.571
2.618 4.465
1.618 4.400
1.000 4.360
0.618 4.335
HIGH 4.295
0.618 4.270
0.500 4.263
0.382 4.255
LOW 4.230
0.618 4.190
1.000 4.165
1.618 4.125
2.618 4.060
4.250 3.954
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 4.263 4.299
PP 4.262 4.286
S1 4.262 4.274

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

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