NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 4.401 4.300 -0.101 -2.3% 4.420
High 4.401 4.300 -0.101 -2.3% 4.432
Low 4.332 4.242 -0.090 -2.1% 4.299
Close 4.340 4.247 -0.093 -2.1% 4.340
Range 0.069 0.058 -0.011 -15.9% 0.133
ATR 0.093 0.093 0.000 0.4% 0.000
Volume 1,360 1,413 53 3.9% 11,719
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.437 4.400 4.279
R3 4.379 4.342 4.263
R2 4.321 4.321 4.258
R1 4.284 4.284 4.252 4.274
PP 4.263 4.263 4.263 4.258
S1 4.226 4.226 4.242 4.216
S2 4.205 4.205 4.236
S3 4.147 4.168 4.231
S4 4.089 4.110 4.215
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.756 4.681 4.413
R3 4.623 4.548 4.377
R2 4.490 4.490 4.364
R1 4.415 4.415 4.352 4.386
PP 4.357 4.357 4.357 4.343
S1 4.282 4.282 4.328 4.253
S2 4.224 4.224 4.316
S3 4.091 4.149 4.303
S4 3.958 4.016 4.267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.432 4.242 0.190 4.5% 0.065 1.5% 3% False True 1,977
10 4.541 4.242 0.299 7.0% 0.090 2.1% 2% False True 2,024
20 4.541 4.242 0.299 7.0% 0.087 2.0% 2% False True 2,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.547
2.618 4.452
1.618 4.394
1.000 4.358
0.618 4.336
HIGH 4.300
0.618 4.278
0.500 4.271
0.382 4.264
LOW 4.242
0.618 4.206
1.000 4.184
1.618 4.148
2.618 4.090
4.250 3.996
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 4.271 4.337
PP 4.263 4.307
S1 4.255 4.277

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

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