NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 5.471 5.377 -0.094 -1.7% 5.775
High 5.471 5.379 -0.092 -1.7% 5.784
Low 5.425 5.300 -0.125 -2.3% 5.433
Close 5.440 5.304 -0.136 -2.5% 5.461
Range 0.046 0.079 0.033 71.7% 0.351
ATR
Volume 1,266 1,238 -28 -2.2% 7,451
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.565 5.513 5.347
R3 5.486 5.434 5.326
R2 5.407 5.407 5.318
R1 5.355 5.355 5.311 5.342
PP 5.328 5.328 5.328 5.321
S1 5.276 5.276 5.297 5.263
S2 5.249 5.249 5.290
S3 5.170 5.197 5.282
S4 5.091 5.118 5.261
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.612 6.388 5.654
R3 6.261 6.037 5.558
R2 5.910 5.910 5.525
R1 5.686 5.686 5.493 5.623
PP 5.559 5.559 5.559 5.528
S1 5.335 5.335 5.429 5.272
S2 5.208 5.208 5.397
S3 4.857 4.984 5.364
S4 4.506 4.633 5.268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.589 5.300 0.289 5.4% 0.100 1.9% 1% False True 2,605
10 5.981 5.300 0.681 12.8% 0.123 2.3% 1% False True 2,065
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.715
2.618 5.586
1.618 5.507
1.000 5.458
0.618 5.428
HIGH 5.379
0.618 5.349
0.500 5.340
0.382 5.330
LOW 5.300
0.618 5.251
1.000 5.221
1.618 5.172
2.618 5.093
4.250 4.964
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 5.340 5.400
PP 5.328 5.368
S1 5.316 5.336

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

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