NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 4.169 4.160 -0.009 -0.2% 4.147
High 4.229 4.225 -0.004 -0.1% 4.170
Low 4.058 4.126 0.068 1.7% 3.978
Close 4.169 4.191 0.022 0.5% 4.125
Range 0.171 0.099 -0.072 -42.1% 0.192
ATR 0.135 0.133 -0.003 -1.9% 0.000
Volume 63,798 63,414 -384 -0.6% 149,763
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.478 4.433 4.245
R3 4.379 4.334 4.218
R2 4.280 4.280 4.209
R1 4.235 4.235 4.200 4.258
PP 4.181 4.181 4.181 4.192
S1 4.136 4.136 4.182 4.159
S2 4.082 4.082 4.173
S3 3.983 4.037 4.164
S4 3.884 3.938 4.137
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% 0.133 3.2% 85% False False 50,262
10 4.229 3.971 0.258 6.2% 0.136 3.2% 85% False False 42,175
20 4.590 3.971 0.619 14.8% 0.129 3.1% 36% False False 34,027
40 5.150 3.971 1.179 28.1% 0.128 3.1% 19% False False 34,110
60 5.283 3.971 1.312 31.3% 0.135 3.2% 17% False False 27,280
80 5.534 3.971 1.563 37.3% 0.141 3.4% 14% False False 22,416
100 5.534 3.971 1.563 37.3% 0.137 3.3% 14% False False 18,912
120 5.534 3.971 1.563 37.3% 0.140 3.3% 14% False False 16,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.646
2.618 4.484
1.618 4.385
1.000 4.324
0.618 4.286
HIGH 4.225
0.618 4.187
0.500 4.176
0.382 4.164
LOW 4.126
0.618 4.065
1.000 4.027
1.618 3.966
2.618 3.867
4.250 3.705
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 4.186 4.175
PP 4.181 4.159
S1 4.176 4.144

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

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