NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 4.228 4.169 -0.059 -1.4% 4.080
High 4.273 4.169 -0.104 -2.4% 4.298
Low 4.151 3.990 -0.161 -3.9% 4.040
Close 4.203 4.005 -0.198 -4.7% 4.203
Range 0.122 0.179 0.057 46.7% 0.258
ATR 0.140 0.145 0.005 3.7% 0.000
Volume 51,393 69,695 18,302 35.6% 318,061
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.592 4.477 4.103
R3 4.413 4.298 4.054
R2 4.234 4.234 4.038
R1 4.119 4.119 4.021 4.087
PP 4.055 4.055 4.055 4.039
S1 3.940 3.940 3.989 3.908
S2 3.876 3.876 3.972
S3 3.697 3.761 3.956
S4 3.518 3.582 3.907
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.954 4.837 4.345
R3 4.696 4.579 4.274
R2 4.438 4.438 4.250
R1 4.321 4.321 4.227 4.380
PP 4.180 4.180 4.180 4.210
S1 4.063 4.063 4.179 4.122
S2 3.922 3.922 4.156
S3 3.664 3.805 4.132
S4 3.406 3.547 4.061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.298 3.990 0.308 7.7% 0.166 4.1% 5% False True 69,215
10 4.298 3.978 0.320 8.0% 0.151 3.8% 8% False False 53,751
20 4.333 3.971 0.362 9.0% 0.139 3.5% 9% False False 41,179
40 5.150 3.971 1.179 29.4% 0.134 3.3% 3% False False 38,444
60 5.283 3.971 1.312 32.8% 0.138 3.5% 3% False False 30,542
80 5.534 3.971 1.563 39.0% 0.144 3.6% 2% False False 25,010
100 5.534 3.971 1.563 39.0% 0.140 3.5% 2% False False 21,027
120 5.534 3.971 1.563 39.0% 0.141 3.5% 2% False False 17,957
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.930
2.618 4.638
1.618 4.459
1.000 4.348
0.618 4.280
HIGH 4.169
0.618 4.101
0.500 4.080
0.382 4.058
LOW 3.990
0.618 3.879
1.000 3.811
1.618 3.700
2.618 3.521
4.250 3.229
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 4.080 4.144
PP 4.055 4.098
S1 4.030 4.051

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

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