NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 4.226 4.200 -0.026 -0.6% 4.300
High 4.254 4.245 -0.009 -0.2% 4.330
Low 4.208 4.187 -0.021 -0.5% 4.195
Close 4.234 4.242 0.008 0.2% 4.234
Range 0.046 0.058 0.012 26.1% 0.135
ATR 0.089 0.087 -0.002 -2.5% 0.000
Volume 2,974 3,086 112 3.8% 10,334
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.399 4.378 4.274
R3 4.341 4.320 4.258
R2 4.283 4.283 4.253
R1 4.262 4.262 4.247 4.273
PP 4.225 4.225 4.225 4.230
S1 4.204 4.204 4.237 4.215
S2 4.167 4.167 4.231
S3 4.109 4.146 4.226
S4 4.051 4.088 4.210
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.658 4.581 4.308
R3 4.523 4.446 4.271
R2 4.388 4.388 4.259
R1 4.311 4.311 4.246 4.282
PP 4.253 4.253 4.253 4.239
S1 4.176 4.176 4.222 4.147
S2 4.118 4.118 4.209
S3 3.983 4.041 4.197
S4 3.848 3.906 4.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.330 4.187 0.143 3.4% 0.073 1.7% 38% False True 2,401
10 4.432 4.187 0.245 5.8% 0.069 1.6% 22% False True 2,189
20 4.541 4.187 0.354 8.3% 0.080 1.9% 16% False True 2,062
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.492
2.618 4.397
1.618 4.339
1.000 4.303
0.618 4.281
HIGH 4.245
0.618 4.223
0.500 4.216
0.382 4.209
LOW 4.187
0.618 4.151
1.000 4.129
1.618 4.093
2.618 4.035
4.250 3.941
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 4.233 4.251
PP 4.225 4.248
S1 4.216 4.245

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

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