NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 4.169 4.026 -0.143 -3.4% 4.080
High 4.169 4.158 -0.011 -0.3% 4.298
Low 3.990 3.984 -0.006 -0.2% 4.040
Close 4.005 4.067 0.062 1.5% 4.203
Range 0.179 0.174 -0.005 -2.8% 0.258
ATR 0.145 0.148 0.002 1.4% 0.000
Volume 69,695 71,083 1,388 2.0% 318,061
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.592 4.503 4.163
R3 4.418 4.329 4.115
R2 4.244 4.244 4.099
R1 4.155 4.155 4.083 4.200
PP 4.070 4.070 4.070 4.092
S1 3.981 3.981 4.051 4.026
S2 3.896 3.896 4.035
S3 3.722 3.807 4.019
S4 3.548 3.633 3.971
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 3.984 0.314 7.7% 0.166 4.1% 26% False True 70,672
10 4.298 3.978 0.320 7.9% 0.152 3.7% 28% False False 57,902
20 4.298 3.971 0.327 8.0% 0.144 3.5% 29% False False 43,715
40 5.150 3.971 1.179 29.0% 0.136 3.4% 8% False False 39,978
60 5.245 3.971 1.274 31.3% 0.139 3.4% 8% False False 31,626
80 5.534 3.971 1.563 38.4% 0.144 3.5% 6% False False 25,845
100 5.534 3.971 1.563 38.4% 0.138 3.4% 6% False False 21,719
120 5.534 3.971 1.563 38.4% 0.142 3.5% 6% False False 18,527
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.898
2.618 4.614
1.618 4.440
1.000 4.332
0.618 4.266
HIGH 4.158
0.618 4.092
0.500 4.071
0.382 4.050
LOW 3.984
0.618 3.876
1.000 3.810
1.618 3.702
2.618 3.528
4.250 3.245
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 4.071 4.129
PP 4.070 4.108
S1 4.068 4.088

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

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