NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	4.430	4.497	0.067	1.5%	4.452
High	4.450	4.519	0.069	1.6%	4.519
Low	4.383	4.470	0.087	2.0%	4.365
Close	4.430	4.497	0.067	1.5%	4.497
Range	0.067	0.049	-0.018	-26.9%	0.154
ATR
Volume	1,492	1,641	149	10.0%	7,560

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.642	4.619	4.524
R3	4.593	4.570	4.510
R2	4.544	4.544	4.506
R1	4.521	4.521	4.501	4.522
PP	4.495	4.495	4.495	4.496
S1	4.472	4.472	4.493	4.473
S2	4.446	4.446	4.488
S3	4.397	4.423	4.484
S4	4.348	4.374	4.470

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.922	4.864	4.582
R3	4.768	4.710	4.539
R2	4.614	4.614	4.525
R1	4.556	4.556	4.511	4.585
PP	4.460	4.460	4.460	4.475
S1	4.402	4.402	4.483	4.431
S2	4.306	4.306	4.469
S3	4.152	4.248	4.455
S4	3.998	4.094	4.412

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.519	4.365	0.154	3.4%	0.073	1.6%	86%	True	False	2,316
10	4.538	4.350	0.188	4.2%	0.087	1.9%	78%	False	False	2,326

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.017
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.727
2.618	4.647
1.618	4.598
1.000	4.568
0.618	4.549
HIGH	4.519
0.618	4.500
0.500	4.495
0.382	4.489
LOW	4.470
0.618	4.440
1.000	4.421
1.618	4.391
2.618	4.342
4.250	4.262

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	4.496	4.482
PP	4.495	4.466
S1	4.495	4.451

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols