NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 4.124 4.163 0.039 0.9% 4.169
High 4.250 4.177 -0.073 -1.7% 4.250
Low 4.094 4.004 -0.090 -2.2% 3.984
Close 4.156 4.009 -0.147 -3.5% 4.009
Range 0.156 0.173 0.017 10.9% 0.266
ATR 0.145 0.147 0.002 1.4% 0.000
Volume 78,181 74,551 -3,630 -4.6% 344,419
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.582 4.469 4.104
R3 4.409 4.296 4.057
R2 4.236 4.236 4.041
R1 4.123 4.123 4.025 4.093
PP 4.063 4.063 4.063 4.049
S1 3.950 3.950 3.993 3.920
S2 3.890 3.890 3.977
S3 3.717 3.777 3.961
S4 3.544 3.604 3.914
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.879 4.710 4.155
R3 4.613 4.444 4.082
R2 4.347 4.347 4.058
R1 4.178 4.178 4.033 4.130
PP 4.081 4.081 4.081 4.057
S1 3.912 3.912 3.985 3.864
S2 3.815 3.815 3.960
S3 3.549 3.646 3.936
S4 3.283 3.380 3.863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.250 3.984 0.266 6.6% 0.157 3.9% 9% False False 68,883
10 4.298 3.984 0.314 7.8% 0.158 3.9% 8% False False 66,248
20 4.298 3.971 0.327 8.2% 0.149 3.7% 12% False False 50,361
40 5.150 3.971 1.179 29.4% 0.137 3.4% 3% False False 43,554
60 5.208 3.971 1.237 30.9% 0.140 3.5% 3% False False 34,657
80 5.534 3.971 1.563 39.0% 0.144 3.6% 2% False False 28,189
100 5.534 3.971 1.563 39.0% 0.140 3.5% 2% False False 23,635
120 5.534 3.971 1.563 39.0% 0.140 3.5% 2% False False 20,135
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 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.912
2.618 4.630
1.618 4.457
1.000 4.350
0.618 4.284
HIGH 4.177
0.618 4.111
0.500 4.091
0.382 4.070
LOW 4.004
0.618 3.897
1.000 3.831
1.618 3.724
2.618 3.551
4.250 3.269
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 4.091 4.127
PP 4.063 4.088
S1 4.036 4.048

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

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