NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 4.508 4.364 -0.144 -3.2% 4.511
High 4.555 4.491 -0.064 -1.4% 4.613
Low 4.460 4.345 -0.115 -2.6% 4.397
Close 4.508 4.364 -0.144 -3.2% 4.508
Range 0.095 0.146 0.051 53.7% 0.216
ATR 0.107 0.111 0.004 3.7% 0.000
Volume 15,791 7,553 -8,238 -52.2% 56,422
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.838 4.747 4.444
R3 4.692 4.601 4.404
R2 4.546 4.546 4.391
R1 4.455 4.455 4.377 4.437
PP 4.400 4.400 4.400 4.391
S1 4.309 4.309 4.351 4.291
S2 4.254 4.254 4.337
S3 4.108 4.163 4.324
S4 3.962 4.017 4.284
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 4.345 0.268 6.1% 0.126 2.9% 7% False True 11,015
10 4.613 4.345 0.268 6.1% 0.115 2.6% 7% False True 10,283
20 4.653 4.345 0.308 7.1% 0.105 2.4% 6% False True 8,411
40 5.327 4.345 0.982 22.5% 0.103 2.4% 2% False True 6,981
60 5.582 4.345 1.237 28.3% 0.105 2.4% 2% False True 6,077
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.112
2.618 4.873
1.618 4.727
1.000 4.637
0.618 4.581
HIGH 4.491
0.618 4.435
0.500 4.418
0.382 4.401
LOW 4.345
0.618 4.255
1.000 4.199
1.618 4.109
2.618 3.963
4.250 3.725
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 4.418 4.463
PP 4.400 4.430
S1 4.382 4.397

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

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