NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 4.080 4.169 0.089 2.2% 4.147
High 4.203 4.229 0.026 0.6% 4.170
Low 4.062 4.058 -0.004 -0.1% 3.978
Close 4.169 4.169 0.000 0.0% 4.125
Range 0.141 0.171 0.030 21.3% 0.192
ATR 0.133 0.135 0.003 2.1% 0.000
Volume 41,680 63,798 22,118 53.1% 149,763
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.665 4.588 4.263
R3 4.494 4.417 4.216
R2 4.323 4.323 4.200
R1 4.246 4.246 4.185 4.255
PP 4.152 4.152 4.152 4.156
S1 4.075 4.075 4.153 4.084
S2 3.981 3.981 4.138
S3 3.810 3.904 4.122
S4 3.639 3.733 4.075
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 4.229 3.978 0.251 6.0% 0.138 3.3% 76% True False 45,133
10 4.229 3.971 0.258 6.2% 0.138 3.3% 77% True False 38,988
20 4.590 3.971 0.619 14.8% 0.129 3.1% 32% False False 32,043
40 5.150 3.971 1.179 28.3% 0.129 3.1% 17% False False 32,875
60 5.507 3.971 1.536 36.8% 0.139 3.3% 13% False False 26,298
80 5.534 3.971 1.563 37.5% 0.141 3.4% 13% False False 21,690
100 5.534 3.971 1.563 37.5% 0.138 3.3% 13% False False 18,307
120 5.534 3.971 1.563 37.5% 0.140 3.4% 13% False False 15,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.956
2.618 4.677
1.618 4.506
1.000 4.400
0.618 4.335
HIGH 4.229
0.618 4.164
0.500 4.144
0.382 4.123
LOW 4.058
0.618 3.952
1.000 3.887
1.618 3.781
2.618 3.610
4.250 3.331
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 4.161 4.155
PP 4.152 4.141
S1 4.144 4.127

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

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