NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 4.026 4.091 0.065 1.6% 4.080
High 4.158 4.166 0.008 0.2% 4.298
Low 3.984 4.062 0.078 2.0% 4.040
Close 4.067 4.096 0.029 0.7% 4.203
Range 0.174 0.104 -0.070 -40.2% 0.258
ATR 0.148 0.144 -0.003 -2.1% 0.000
Volume 71,083 50,909 -20,174 -28.4% 318,061
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.420 4.362 4.153
R3 4.316 4.258 4.125
R2 4.212 4.212 4.115
R1 4.154 4.154 4.106 4.183
PP 4.108 4.108 4.108 4.123
S1 4.050 4.050 4.086 4.079
S2 4.004 4.004 4.077
S3 3.900 3.946 4.067
S4 3.796 3.842 4.039
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% 0.167 4.1% 36% False False 68,171
10 4.298 3.978 0.320 7.8% 0.150 3.7% 37% False False 59,216
20 4.298 3.971 0.327 8.0% 0.146 3.6% 38% False False 45,290
40 5.150 3.971 1.179 28.8% 0.137 3.3% 11% False False 40,930
60 5.208 3.971 1.237 30.2% 0.139 3.4% 10% False False 32,398
80 5.534 3.971 1.563 38.2% 0.144 3.5% 8% False False 26,414
100 5.534 3.971 1.563 38.2% 0.138 3.4% 8% False False 22,165
120 5.534 3.971 1.563 38.2% 0.140 3.4% 8% False False 18,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.608
2.618 4.438
1.618 4.334
1.000 4.270
0.618 4.230
HIGH 4.166
0.618 4.126
0.500 4.114
0.382 4.102
LOW 4.062
0.618 3.998
1.000 3.958
1.618 3.894
2.618 3.790
4.250 3.620
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 4.114 4.090
PP 4.108 4.083
S1 4.102 4.077

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

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