NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 4.477 4.511 0.034 0.8% 4.521
High 4.568 4.600 0.032 0.7% 4.568
Low 4.477 4.500 0.023 0.5% 4.403
Close 4.546 4.581 0.035 0.8% 4.546
Range 0.091 0.100 0.009 9.9% 0.165
ATR 0.103 0.103 0.000 -0.2% 0.000
Volume 15,099 8,900 -6,199 -41.1% 38,863
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.860 4.821 4.636
R3 4.760 4.721 4.609
R2 4.660 4.660 4.599
R1 4.621 4.621 4.590 4.641
PP 4.560 4.560 4.560 4.570
S1 4.521 4.521 4.572 4.541
S2 4.460 4.460 4.563
S3 4.360 4.421 4.554
S4 4.260 4.321 4.526
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.001 4.938 4.637
R3 4.836 4.773 4.591
R2 4.671 4.671 4.576
R1 4.608 4.608 4.561 4.640
PP 4.506 4.506 4.506 4.521
S1 4.443 4.443 4.531 4.475
S2 4.341 4.341 4.516
S3 4.176 4.278 4.501
S4 4.011 4.113 4.455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.403 0.197 4.3% 0.104 2.3% 90% True False 9,552
10 4.600 4.403 0.197 4.3% 0.106 2.3% 90% True False 8,428
20 4.911 4.403 0.508 11.1% 0.099 2.2% 35% False False 6,577
40 5.327 4.403 0.924 20.2% 0.097 2.1% 19% False False 5,987
60 5.709 4.403 1.306 28.5% 0.104 2.3% 14% False False 5,736
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 0.014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.025
2.618 4.862
1.618 4.762
1.000 4.700
0.618 4.662
HIGH 4.600
0.618 4.562
0.500 4.550
0.382 4.538
LOW 4.500
0.618 4.438
1.000 4.400
1.618 4.338
2.618 4.238
4.250 4.075
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 4.571 4.556
PP 4.560 4.531
S1 4.550 4.506

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

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