NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 4.047 4.147 0.100 2.5% 4.047
High 4.176 4.159 -0.017 -0.4% 4.191
Low 4.024 3.996 -0.028 -0.7% 3.971
Close 4.170 4.098 -0.072 -1.7% 4.170
Range 0.152 0.163 0.011 7.2% 0.220
ATR 0.130 0.133 0.003 2.4% 0.000
Volume 27,876 29,573 1,697 6.1% 166,262
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.573 4.499 4.188
R3 4.410 4.336 4.143
R2 4.247 4.247 4.128
R1 4.173 4.173 4.113 4.129
PP 4.084 4.084 4.084 4.062
S1 4.010 4.010 4.083 3.966
S2 3.921 3.921 4.068
S3 3.758 3.847 4.053
S4 3.595 3.684 4.008
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.771 4.690 4.291
R3 4.551 4.470 4.231
R2 4.331 4.331 4.210
R1 4.250 4.250 4.190 4.291
PP 4.111 4.111 4.111 4.131
S1 4.030 4.030 4.150 4.071
S2 3.891 3.891 4.130
S3 3.671 3.810 4.110
S4 3.451 3.590 4.049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.191 3.971 0.220 5.4% 0.139 3.4% 58% False False 32,843
10 4.289 3.971 0.318 7.8% 0.136 3.3% 40% False False 29,528
20 4.629 3.971 0.658 16.1% 0.118 2.9% 19% False False 36,065
40 5.150 3.971 1.179 28.8% 0.130 3.2% 11% False False 29,294
60 5.534 3.971 1.563 38.1% 0.139 3.4% 8% False False 23,314
80 5.534 3.971 1.563 38.1% 0.141 3.4% 8% False False 19,284
100 5.534 3.971 1.563 38.1% 0.137 3.3% 8% False False 16,160
120 5.534 3.971 1.563 38.1% 0.138 3.4% 8% False False 13,916
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 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.852
2.618 4.586
1.618 4.423
1.000 4.322
0.618 4.260
HIGH 4.159
0.618 4.097
0.500 4.078
0.382 4.058
LOW 3.996
0.618 3.895
1.000 3.833
1.618 3.732
2.618 3.569
4.250 3.303
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 4.091 4.090
PP 4.084 4.082
S1 4.078 4.074

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

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