NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 4.076 4.049 -0.027 -0.7% 4.147
High 4.088 4.170 0.082 2.0% 4.170
Low 3.978 4.025 0.047 1.2% 3.978
Close 4.051 4.125 0.074 1.8% 4.125
Range 0.110 0.145 0.035 31.8% 0.192
ATR 0.131 0.132 0.001 0.8% 0.000
Volume 47,637 34,782 -12,855 -27.0% 149,763
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.542 4.478 4.205
R3 4.397 4.333 4.165
R2 4.252 4.252 4.152
R1 4.188 4.188 4.138 4.220
PP 4.107 4.107 4.107 4.123
S1 4.043 4.043 4.112 4.075
S2 3.962 3.962 4.098
S3 3.817 3.898 4.085
S4 3.672 3.753 4.045
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.667 4.588 4.231
R3 4.475 4.396 4.178
R2 4.283 4.283 4.160
R1 4.204 4.204 4.143 4.148
PP 4.091 4.091 4.091 4.063
S1 4.012 4.012 4.107 3.956
S2 3.899 3.899 4.090
S3 3.707 3.820 4.072
S4 3.515 3.628 4.019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.176 3.978 0.198 4.8% 0.138 3.4% 74% False False 35,527
10 4.191 3.971 0.220 5.3% 0.140 3.4% 70% False False 34,474
20 4.604 3.971 0.633 15.3% 0.125 3.0% 24% False False 31,661
40 5.150 3.971 1.179 28.6% 0.127 3.1% 13% False False 31,052
60 5.510 3.971 1.539 37.3% 0.139 3.4% 10% False False 24,769
80 5.534 3.971 1.563 37.9% 0.141 3.4% 10% False False 20,536
100 5.534 3.971 1.563 37.9% 0.138 3.3% 10% False False 17,297
120 5.534 3.971 1.563 37.9% 0.138 3.3% 10% False False 14,856
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 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.786
2.618 4.550
1.618 4.405
1.000 4.315
0.618 4.260
HIGH 4.170
0.618 4.115
0.500 4.098
0.382 4.080
LOW 4.025
0.618 3.935
1.000 3.880
1.618 3.790
2.618 3.645
4.250 3.409
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 4.116 4.108
PP 4.107 4.091
S1 4.098 4.074

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

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