NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 4.354 4.303 -0.051 -1.2% 4.364
High 4.354 4.344 -0.010 -0.2% 4.515
Low 4.252 4.265 0.013 0.3% 4.345
Close 4.260 4.296 0.036 0.8% 4.373
Range 0.102 0.079 -0.023 -22.5% 0.170
ATR 0.110 0.108 -0.002 -1.7% 0.000
Volume 4,811 11,359 6,548 136.1% 38,489
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.539 4.496 4.339
R3 4.460 4.417 4.318
R2 4.381 4.381 4.310
R1 4.338 4.338 4.303 4.320
PP 4.302 4.302 4.302 4.293
S1 4.259 4.259 4.289 4.241
S2 4.223 4.223 4.282
S3 4.144 4.180 4.274
S4 4.065 4.101 4.253
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.921 4.817 4.467
R3 4.751 4.647 4.420
R2 4.581 4.581 4.404
R1 4.477 4.477 4.389 4.529
PP 4.411 4.411 4.411 4.437
S1 4.307 4.307 4.357 4.359
S2 4.241 4.241 4.342
S3 4.071 4.137 4.326
S4 3.901 3.967 4.280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.515 4.252 0.263 6.1% 0.096 2.2% 17% False False 7,896
10 4.580 4.252 0.328 7.6% 0.106 2.5% 13% False False 9,090
20 4.613 4.252 0.361 8.4% 0.107 2.5% 12% False False 9,003
40 5.229 4.252 0.977 22.7% 0.101 2.4% 5% False False 7,233
60 5.458 4.252 1.206 28.1% 0.102 2.4% 4% False False 6,338
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.680
2.618 4.551
1.618 4.472
1.000 4.423
0.618 4.393
HIGH 4.344
0.618 4.314
0.500 4.305
0.382 4.295
LOW 4.265
0.618 4.216
1.000 4.186
1.618 4.137
2.618 4.058
4.250 3.929
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 4.305 4.361
PP 4.302 4.339
S1 4.299 4.318

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

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