NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 4.339 4.380 0.041 0.9% 4.400
High 4.435 4.385 -0.050 -1.1% 4.435
Low 4.333 4.303 -0.030 -0.7% 4.272
Close 4.399 4.316 -0.083 -1.9% 4.316
Range 0.102 0.082 -0.020 -19.6% 0.163
ATR 0.101 0.100 0.000 -0.3% 0.000
Volume 4,028 7,265 3,237 80.4% 33,623
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.581 4.530 4.361
R3 4.499 4.448 4.339
R2 4.417 4.417 4.331
R1 4.366 4.366 4.324 4.351
PP 4.335 4.335 4.335 4.327
S1 4.284 4.284 4.308 4.269
S2 4.253 4.253 4.301
S3 4.171 4.202 4.293
S4 4.089 4.120 4.271
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.830 4.736 4.406
R3 4.667 4.573 4.361
R2 4.504 4.504 4.346
R1 4.410 4.410 4.331 4.376
PP 4.341 4.341 4.341 4.324
S1 4.247 4.247 4.301 4.213
S2 4.178 4.178 4.286
S3 4.015 4.084 4.271
S4 3.852 3.921 4.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.435 4.272 0.163 3.8% 0.098 2.3% 27% False False 6,724
10 4.530 4.272 0.258 6.0% 0.106 2.5% 17% False False 7,621
20 4.530 4.272 0.258 6.0% 0.099 2.3% 17% False False 7,005
40 5.116 4.272 0.844 19.6% 0.093 2.2% 5% False False 6,026
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.734
2.618 4.600
1.618 4.518
1.000 4.467
0.618 4.436
HIGH 4.385
0.618 4.354
0.500 4.344
0.382 4.334
LOW 4.303
0.618 4.252
1.000 4.221
1.618 4.170
2.618 4.088
4.250 3.955
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 4.344 4.369
PP 4.335 4.351
S1 4.325 4.334

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

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