NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 4.049 4.080 0.031 0.8% 4.147
High 4.170 4.203 0.033 0.8% 4.170
Low 4.025 4.062 0.037 0.9% 3.978
Close 4.125 4.169 0.044 1.1% 4.125
Range 0.145 0.141 -0.004 -2.8% 0.192
ATR 0.132 0.133 0.001 0.5% 0.000
Volume 34,782 41,680 6,898 19.8% 149,763
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.568 4.509 4.247
R3 4.427 4.368 4.208
R2 4.286 4.286 4.195
R1 4.227 4.227 4.182 4.257
PP 4.145 4.145 4.145 4.159
S1 4.086 4.086 4.156 4.116
S2 4.004 4.004 4.143
S3 3.863 3.945 4.130
S4 3.722 3.804 4.091
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.667 4.588 4.231
R3 4.475 4.396 4.178
R2 4.283 4.283 4.160
R1 4.204 4.204 4.143 4.148
PP 4.091 4.091 4.091 4.063
S1 4.012 4.012 4.107 3.956
S2 3.899 3.899 4.090
S3 3.707 3.820 4.072
S4 3.515 3.628 4.019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.203 3.978 0.225 5.4% 0.136 3.3% 85% True False 38,288
10 4.203 3.971 0.232 5.6% 0.140 3.4% 85% True False 35,770
20 4.598 3.971 0.627 15.0% 0.129 3.1% 32% False False 30,282
40 5.150 3.971 1.179 28.3% 0.127 3.0% 17% False False 31,579
60 5.510 3.971 1.539 36.9% 0.138 3.3% 13% False False 25,333
80 5.534 3.971 1.563 37.5% 0.140 3.4% 13% False False 20,966
100 5.534 3.971 1.563 37.5% 0.138 3.3% 13% False False 17,689
120 5.534 3.971 1.563 37.5% 0.139 3.3% 13% False False 15,178
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.802
2.618 4.572
1.618 4.431
1.000 4.344
0.618 4.290
HIGH 4.203
0.618 4.149
0.500 4.133
0.382 4.116
LOW 4.062
0.618 3.975
1.000 3.921
1.618 3.834
2.618 3.693
4.250 3.463
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 4.157 4.143
PP 4.145 4.117
S1 4.133 4.091

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

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