NYMEX Natural Gas Future March 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 4.542 4.508 -0.034 -0.7% 4.511
High 4.580 4.555 -0.025 -0.5% 4.613
Low 4.397 4.460 0.063 1.4% 4.397
Close 4.542 4.508 -0.034 -0.7% 4.508
Range 0.183 0.095 -0.088 -48.1% 0.216
ATR 0.108 0.107 -0.001 -0.9% 0.000
Volume 8,646 15,791 7,145 82.6% 56,422
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.793 4.745 4.560
R3 4.698 4.650 4.534
R2 4.603 4.603 4.525
R1 4.555 4.555 4.517 4.556
PP 4.508 4.508 4.508 4.508
S1 4.460 4.460 4.499 4.461
S2 4.413 4.413 4.491
S3 4.318 4.365 4.482
S4 4.223 4.270 4.456
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.154 5.047 4.627
R3 4.938 4.831 4.567
R2 4.722 4.722 4.548
R1 4.615 4.615 4.528 4.561
PP 4.506 4.506 4.506 4.479
S1 4.399 4.399 4.488 4.345
S2 4.290 4.290 4.468
S3 4.074 4.183 4.449
S4 3.858 3.967 4.389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.613 4.397 0.216 4.8% 0.117 2.6% 51% False False 11,284
10 4.613 4.397 0.216 4.8% 0.111 2.5% 51% False False 10,243
20 4.730 4.397 0.333 7.4% 0.101 2.3% 33% False False 8,295
40 5.327 4.397 0.930 20.6% 0.101 2.2% 12% False False 6,896
60 5.582 4.397 1.185 26.3% 0.104 2.3% 9% False False 6,013
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.959
2.618 4.804
1.618 4.709
1.000 4.650
0.618 4.614
HIGH 4.555
0.618 4.519
0.500 4.508
0.382 4.496
LOW 4.460
0.618 4.401
1.000 4.365
1.618 4.306
2.618 4.211
4.250 4.056
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 4.508 4.502
PP 4.508 4.495
S1 4.508 4.489

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

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