NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 4.160 4.199 0.039 0.9% 4.147
High 4.225 4.298 0.073 1.7% 4.170
Low 4.126 4.040 -0.086 -2.1% 3.978
Close 4.191 4.238 0.047 1.1% 4.125
Range 0.099 0.258 0.159 160.6% 0.192
ATR 0.133 0.142 0.009 6.7% 0.000
Volume 63,414 97,776 34,362 54.2% 149,763
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.966 4.860 4.380
R3 4.708 4.602 4.309
R2 4.450 4.450 4.285
R1 4.344 4.344 4.262 4.397
PP 4.192 4.192 4.192 4.219
S1 4.086 4.086 4.214 4.139
S2 3.934 3.934 4.191
S3 3.676 3.828 4.167
S4 3.418 3.570 4.096
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 4.298 4.025 0.273 6.4% 0.163 3.8% 78% True False 60,290
10 4.298 3.971 0.327 7.7% 0.149 3.5% 82% True False 47,799
20 4.590 3.971 0.619 14.6% 0.138 3.3% 43% False False 37,557
40 5.150 3.971 1.179 27.8% 0.132 3.1% 23% False False 36,260
60 5.283 3.971 1.312 31.0% 0.137 3.2% 20% False False 28,805
80 5.534 3.971 1.563 36.9% 0.143 3.4% 17% False False 23,583
100 5.534 3.971 1.563 36.9% 0.139 3.3% 17% False False 19,861
120 5.534 3.971 1.563 36.9% 0.141 3.3% 17% False False 16,988
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 0.037
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 5.395
2.618 4.973
1.618 4.715
1.000 4.556
0.618 4.457
HIGH 4.298
0.618 4.199
0.500 4.169
0.382 4.139
LOW 4.040
0.618 3.881
1.000 3.782
1.618 3.623
2.618 3.365
4.250 2.944
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 4.215 4.215
PP 4.192 4.192
S1 4.169 4.169

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

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