NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 4.300 4.280 -0.020 -0.5% 4.420
High 4.300 4.330 0.030 0.7% 4.432
Low 4.242 4.255 0.013 0.3% 4.299
Close 4.247 4.290 0.043 1.0% 4.340
Range 0.058 0.075 0.017 29.3% 0.133
ATR 0.093 0.093 -0.001 -0.8% 0.000
Volume 1,413 2,980 1,567 110.9% 11,719
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.517 4.478 4.331
R3 4.442 4.403 4.311
R2 4.367 4.367 4.304
R1 4.328 4.328 4.297 4.348
PP 4.292 4.292 4.292 4.301
S1 4.253 4.253 4.283 4.273
S2 4.217 4.217 4.276
S3 4.142 4.178 4.269
S4 4.067 4.103 4.249
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 4.4% 0.065 1.5% 25% False False 2,061
10 4.531 4.242 0.289 6.7% 0.084 2.0% 17% False False 2,113
20 4.541 4.242 0.299 7.0% 0.083 1.9% 16% False False 2,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.649
2.618 4.526
1.618 4.451
1.000 4.405
0.618 4.376
HIGH 4.330
0.618 4.301
0.500 4.293
0.382 4.284
LOW 4.255
0.618 4.209
1.000 4.180
1.618 4.134
2.618 4.059
4.250 3.936
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 4.293 4.322
PP 4.292 4.311
S1 4.291 4.301

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

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