NYMEX Natural Gas Future May 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 4.490 4.420 -0.070 -1.6% 4.497
High 4.490 4.425 -0.065 -1.4% 4.541
Low 4.403 4.299 -0.104 -2.4% 4.350
Close 4.442 4.318 -0.124 -2.8% 4.442
Range 0.087 0.126 0.039 44.8% 0.191
ATR 0.094 0.097 0.004 3.7% 0.000
Volume 2,589 3,243 654 25.3% 8,560
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.725 4.648 4.387
R3 4.599 4.522 4.353
R2 4.473 4.473 4.341
R1 4.396 4.396 4.330 4.372
PP 4.347 4.347 4.347 4.335
S1 4.270 4.270 4.306 4.246
S2 4.221 4.221 4.295
S3 4.095 4.144 4.283
S4 3.969 4.018 4.249
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.017 4.921 4.547
R3 4.826 4.730 4.495
R2 4.635 4.635 4.477
R1 4.539 4.539 4.460 4.492
PP 4.444 4.444 4.444 4.421
S1 4.348 4.348 4.424 4.301
S2 4.253 4.253 4.407
S3 4.062 4.157 4.389
S4 3.871 3.966 4.337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.541 4.299 0.242 5.6% 0.115 2.7% 8% False True 2,071
10 4.541 4.299 0.242 5.6% 0.091 2.1% 8% False True 1,936
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.961
2.618 4.755
1.618 4.629
1.000 4.551
0.618 4.503
HIGH 4.425
0.618 4.377
0.500 4.362
0.382 4.347
LOW 4.299
0.618 4.221
1.000 4.173
1.618 4.095
2.618 3.969
4.250 3.764
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 4.362 4.415
PP 4.347 4.383
S1 4.333 4.350

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

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