NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 4.543 4.534 -0.009 -0.2% 4.521
High 4.613 4.555 -0.058 -1.3% 4.568
Low 4.455 4.505 0.050 1.1% 4.403
Close 4.543 4.534 -0.009 -0.2% 4.546
Range 0.158 0.050 -0.108 -68.4% 0.165
ATR 0.107 0.103 -0.004 -3.8% 0.000
Volume 11,272 11,813 541 4.8% 38,863
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.681 4.658 4.562
R3 4.631 4.608 4.548
R2 4.581 4.581 4.543
R1 4.558 4.558 4.539 4.559
PP 4.531 4.531 4.531 4.532
S1 4.508 4.508 4.529 4.509
S2 4.481 4.481 4.525
S3 4.431 4.458 4.520
S4 4.381 4.408 4.507
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 4.613 4.411 0.202 4.5% 0.095 2.1% 61% False False 11,695
10 4.613 4.403 0.210 4.6% 0.103 2.3% 62% False False 9,442
20 4.850 4.403 0.447 9.9% 0.098 2.2% 29% False False 7,346
40 5.327 4.403 0.924 20.4% 0.098 2.2% 14% False False 6,426
60 5.582 4.403 1.179 26.0% 0.102 2.3% 11% False False 5,844
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 0.021
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4.768
2.618 4.686
1.618 4.636
1.000 4.605
0.618 4.586
HIGH 4.555
0.618 4.536
0.500 4.530
0.382 4.524
LOW 4.505
0.618 4.474
1.000 4.455
1.618 4.424
2.618 4.374
4.250 4.293
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 4.533 4.534
PP 4.531 4.534
S1 4.530 4.534

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

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