NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 4.147 4.124 -0.023 -0.6% 4.047
High 4.159 4.155 -0.004 -0.1% 4.191
Low 3.996 4.033 0.037 0.9% 3.971
Close 4.098 4.069 -0.029 -0.7% 4.170
Range 0.163 0.122 -0.041 -25.2% 0.220
ATR 0.133 0.133 -0.001 -0.6% 0.000
Volume 29,573 37,771 8,198 27.7% 166,262
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.452 4.382 4.136
R3 4.330 4.260 4.103
R2 4.208 4.208 4.091
R1 4.138 4.138 4.080 4.112
PP 4.086 4.086 4.086 4.073
S1 4.016 4.016 4.058 3.990
S2 3.964 3.964 4.047
S3 3.842 3.894 4.035
S4 3.720 3.772 4.002
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 4.176 3.971 0.205 5.0% 0.139 3.4% 48% False False 34,088
10 4.264 3.971 0.293 7.2% 0.142 3.5% 33% False False 31,363
20 4.604 3.971 0.633 15.6% 0.120 2.9% 15% False False 34,061
40 5.150 3.971 1.179 29.0% 0.130 3.2% 8% False False 29,944
60 5.534 3.971 1.563 38.4% 0.139 3.4% 6% False False 23,830
80 5.534 3.971 1.563 38.4% 0.141 3.5% 6% False False 19,649
100 5.534 3.971 1.563 38.4% 0.137 3.4% 6% False False 16,517
120 5.534 3.971 1.563 38.4% 0.138 3.4% 6% False False 14,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.674
2.618 4.474
1.618 4.352
1.000 4.277
0.618 4.230
HIGH 4.155
0.618 4.108
0.500 4.094
0.382 4.080
LOW 4.033
0.618 3.958
1.000 3.911
1.618 3.836
2.618 3.714
4.250 3.515
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 4.094 4.086
PP 4.086 4.080
S1 4.077 4.075

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

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