NYMEX Natural Gas Future April 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 4.528 4.461 -0.067 -1.5% 4.400
High 4.530 4.484 -0.046 -1.0% 4.495
Low 4.377 4.434 0.057 1.3% 4.336
Close 4.466 4.461 -0.005 -0.1% 4.473
Range 0.153 0.050 -0.103 -67.3% 0.159
ATR 0.097 0.093 -0.003 -3.4% 0.000
Volume 9,341 7,193 -2,148 -23.0% 23,539
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.610 4.585 4.489
R3 4.560 4.535 4.475
R2 4.510 4.510 4.470
R1 4.485 4.485 4.466 4.486
PP 4.460 4.460 4.460 4.460
S1 4.435 4.435 4.456 4.436
S2 4.410 4.410 4.452
S3 4.360 4.385 4.447
S4 4.310 4.335 4.434
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.912 4.851 4.560
R3 4.753 4.692 4.517
R2 4.594 4.594 4.502
R1 4.533 4.533 4.488 4.564
PP 4.435 4.435 4.435 4.450
S1 4.374 4.374 4.458 4.405
S2 4.276 4.276 4.444
S3 4.117 4.215 4.429
S4 3.958 4.056 4.386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.530 4.350 0.180 4.0% 0.088 2.0% 62% False False 6,674
10 4.530 4.336 0.194 4.3% 0.088 2.0% 64% False False 6,733
20 4.750 4.336 0.414 9.3% 0.085 1.9% 30% False False 6,054
40 5.116 4.336 0.780 17.5% 0.087 2.0% 16% False False 5,367
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 0.017
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.697
2.618 4.615
1.618 4.565
1.000 4.534
0.618 4.515
HIGH 4.484
0.618 4.465
0.500 4.459
0.382 4.453
LOW 4.434
0.618 4.403
1.000 4.384
1.618 4.353
2.618 4.303
4.250 4.222
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 4.460 4.459
PP 4.460 4.456
S1 4.459 4.454

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

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