NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 4.124 4.076 -0.048 -1.2% 4.047
High 4.155 4.088 -0.067 -1.6% 4.191
Low 4.033 3.978 -0.055 -1.4% 3.971
Close 4.069 4.051 -0.018 -0.4% 4.170
Range 0.122 0.110 -0.012 -9.8% 0.220
ATR 0.133 0.131 -0.002 -1.2% 0.000
Volume 37,771 47,637 9,866 26.1% 166,262
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.369 4.320 4.112
R3 4.259 4.210 4.081
R2 4.149 4.149 4.071
R1 4.100 4.100 4.061 4.070
PP 4.039 4.039 4.039 4.024
S1 3.990 3.990 4.041 3.960
S2 3.929 3.929 4.031
S3 3.819 3.880 4.021
S4 3.709 3.770 3.991
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 5.1% 0.134 3.3% 39% False False 35,309
10 4.191 3.971 0.220 5.4% 0.137 3.4% 36% False False 33,877
20 4.604 3.971 0.633 15.6% 0.121 3.0% 13% False False 33,042
40 5.150 3.971 1.179 29.1% 0.131 3.2% 7% False False 30,496
60 5.511 3.971 1.540 38.0% 0.139 3.4% 5% False False 24,396
80 5.534 3.971 1.563 38.6% 0.141 3.5% 5% False False 20,165
100 5.534 3.971 1.563 38.6% 0.137 3.4% 5% False False 16,975
120 5.534 3.971 1.563 38.6% 0.138 3.4% 5% False False 14,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.033
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.556
2.618 4.376
1.618 4.266
1.000 4.198
0.618 4.156
HIGH 4.088
0.618 4.046
0.500 4.033
0.382 4.020
LOW 3.978
0.618 3.910
1.000 3.868
1.618 3.800
2.618 3.690
4.250 3.511
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 4.045 4.069
PP 4.039 4.063
S1 4.033 4.057

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

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