NYMEX Natural Gas Future May 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 4.420 4.353 -0.067 -1.5% 4.497
High 4.425 4.407 -0.018 -0.4% 4.541
Low 4.299 4.330 0.031 0.7% 4.350
Close 4.318 4.338 0.020 0.5% 4.442
Range 0.126 0.077 -0.049 -38.9% 0.191
ATR 0.097 0.097 -0.001 -0.6% 0.000
Volume 3,243 2,564 -679 -20.9% 8,560
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.589 4.541 4.380
R3 4.512 4.464 4.359
R2 4.435 4.435 4.352
R1 4.387 4.387 4.345 4.373
PP 4.358 4.358 4.358 4.351
S1 4.310 4.310 4.331 4.296
S2 4.281 4.281 4.324
S3 4.204 4.233 4.317
S4 4.127 4.156 4.296
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 4.531 4.299 0.232 5.3% 0.104 2.4% 17% False False 2,165
10 4.541 4.299 0.242 5.6% 0.089 2.1% 16% False False 1,964
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.734
2.618 4.609
1.618 4.532
1.000 4.484
0.618 4.455
HIGH 4.407
0.618 4.378
0.500 4.369
0.382 4.359
LOW 4.330
0.618 4.282
1.000 4.253
1.618 4.205
2.618 4.128
4.250 4.003
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 4.369 4.395
PP 4.358 4.376
S1 4.348 4.357

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

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