NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 4.277 4.315 0.038 0.9% 4.420
High 4.297 4.315 0.018 0.4% 4.432
Low 4.233 4.195 -0.038 -0.9% 4.299
Close 4.288 4.255 -0.033 -0.8% 4.340
Range 0.064 0.120 0.056 87.5% 0.133
ATR 0.091 0.093 0.002 2.3% 0.000
Volume 1,165 1,802 637 54.7% 11,719
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.615 4.555 4.321
R3 4.495 4.435 4.288
R2 4.375 4.375 4.277
R1 4.315 4.315 4.266 4.285
PP 4.255 4.255 4.255 4.240
S1 4.195 4.195 4.244 4.165
S2 4.135 4.135 4.233
S3 4.015 4.075 4.222
S4 3.895 3.955 4.189
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 4.401 4.195 0.206 4.8% 0.077 1.8% 29% False True 1,744
10 4.490 4.195 0.295 6.9% 0.080 1.9% 20% False True 2,166
20 4.541 4.195 0.346 8.1% 0.084 2.0% 17% False True 2,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.825
2.618 4.629
1.618 4.509
1.000 4.435
0.618 4.389
HIGH 4.315
0.618 4.269
0.500 4.255
0.382 4.241
LOW 4.195
0.618 4.121
1.000 4.075
1.618 4.001
2.618 3.881
4.250 3.685
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 4.255 4.263
PP 4.255 4.260
S1 4.255 4.258

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

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