NYMEX Natural Gas Future November 2010

Trading Metrics calculated at close of trading on 09-Sep-2010

Day Change Summary
	Previous	Current
	08-Sep-2010	09-Sep-2010	Change	Change %	Previous Week
Open	4.124	4.076	-0.048	-1.2%	4.047
High	4.155	4.088	-0.067	-1.6%	4.191
Low	4.033	3.978	-0.055	-1.4%	3.971
Close	4.069	4.051	-0.018	-0.4%	4.170
Range	0.122	0.110	-0.012	-9.8%	0.220
ATR	0.133	0.131	-0.002	-1.2%	0.000
Volume	37,771	47,637	9,866	26.1%	166,262

Daily Pivots for day following 09-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.369	4.320	4.112
R3	4.259	4.210	4.081
R2	4.149	4.149	4.071
R1	4.100	4.100	4.061	4.070
PP	4.039	4.039	4.039	4.024
S1	3.990	3.990	4.041	3.960
S2	3.929	3.929	4.031
S3	3.819	3.880	4.021
S4	3.709	3.770	3.991

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.771	4.690	4.291
R3	4.551	4.470	4.231
R2	4.331	4.331	4.210
R1	4.250	4.250	4.190	4.291
PP	4.111	4.111	4.111	4.131
S1	4.030	4.030	4.150	4.071
S2	3.891	3.891	4.130
S3	3.671	3.810	4.110
S4	3.451	3.590	4.049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.176	3.971	0.205	5.1%	0.134	3.3%	39%	False	False	35,309
10	4.191	3.971	0.220	5.4%	0.137	3.4%	36%	False	False	33,877
20	4.604	3.971	0.633	15.6%	0.121	3.0%	13%	False	False	33,042
40	5.150	3.971	1.179	29.1%	0.131	3.2%	7%	False	False	30,496
60	5.511	3.971	1.540	38.0%	0.139	3.4%	5%	False	False	24,396
80	5.534	3.971	1.563	38.6%	0.141	3.5%	5%	False	False	20,165
100	5.534	3.971	1.563	38.6%	0.137	3.4%	5%	False	False	16,975
120	5.534	3.971	1.563	38.6%	0.138	3.4%	5%	False	False	14,591

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	0.033
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.556
2.618	4.376
1.618	4.266
1.000	4.198
0.618	4.156
HIGH	4.088
0.618	4.046
0.500	4.033
0.382	4.020
LOW	3.978
0.618	3.910
1.000	3.868
1.618	3.800
2.618	3.690
4.250	3.511

Fisher Pivots for day following 09-Sep-2010
Pivot	1 day	3 day
R1	4.045	4.069
PP	4.039	4.063
S1	4.033	4.057

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