NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 4.364 4.377 0.013 0.3% 4.511
High 4.491 4.463 -0.028 -0.6% 4.613
Low 4.345 4.358 0.013 0.3% 4.397
Close 4.364 4.391 0.027 0.6% 4.508
Range 0.146 0.105 -0.041 -28.1% 0.216
ATR 0.111 0.111 0.000 -0.4% 0.000
Volume 7,553 7,625 72 1.0% 56,422
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.719 4.660 4.449
R3 4.614 4.555 4.420
R2 4.509 4.509 4.410
R1 4.450 4.450 4.401 4.480
PP 4.404 4.404 4.404 4.419
S1 4.345 4.345 4.381 4.375
S2 4.299 4.299 4.372
S3 4.194 4.240 4.362
S4 4.089 4.135 4.333
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 4.580 4.345 0.235 5.4% 0.116 2.6% 20% False False 10,285
10 4.613 4.345 0.268 6.1% 0.111 2.5% 17% False False 10,574
20 4.613 4.345 0.268 6.1% 0.107 2.4% 17% False False 8,668
40 5.327 4.345 0.982 22.4% 0.104 2.4% 5% False False 7,087
60 5.546 4.345 1.201 27.4% 0.105 2.4% 4% False False 6,156
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.909
2.618 4.738
1.618 4.633
1.000 4.568
0.618 4.528
HIGH 4.463
0.618 4.423
0.500 4.411
0.382 4.398
LOW 4.358
0.618 4.293
1.000 4.253
1.618 4.188
2.618 4.083
4.250 3.912
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 4.411 4.450
PP 4.404 4.430
S1 4.398 4.411

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

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