NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 4.062 3.970 -0.092 -2.3% 3.834
High 4.106 3.981 -0.125 -3.0% 4.144
Low 3.988 3.806 -0.182 -4.6% 3.800
Close 4.024 3.822 -0.202 -5.0% 4.024
Range 0.118 0.175 0.057 48.3% 0.344
ATR 0.162 0.166 0.004 2.4% 0.000
Volume 95,782 108,638 12,856 13.4% 655,997
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.395 4.283 3.918
R3 4.220 4.108 3.870
R2 4.045 4.045 3.854
R1 3.933 3.933 3.838 3.902
PP 3.870 3.870 3.870 3.854
S1 3.758 3.758 3.806 3.727
S2 3.695 3.695 3.790
S3 3.520 3.583 3.774
S4 3.345 3.408 3.726
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.021 4.867 4.213
R3 4.677 4.523 4.119
R2 4.333 4.333 4.087
R1 4.179 4.179 4.056 4.256
PP 3.989 3.989 3.989 4.028
S1 3.835 3.835 3.992 3.912
S2 3.645 3.645 3.961
S3 3.301 3.491 3.929
S4 2.957 3.147 3.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.144 3.806 0.338 8.8% 0.178 4.7% 5% False True 133,010
10 4.144 3.703 0.441 11.5% 0.165 4.3% 27% False False 115,291
20 4.144 3.693 0.451 11.8% 0.159 4.2% 29% False False 99,369
40 5.010 3.693 1.317 34.5% 0.158 4.1% 10% False False 80,415
60 5.028 3.693 1.335 34.9% 0.163 4.3% 10% False False 63,953
80 5.345 3.693 1.652 43.2% 0.171 4.5% 8% False False 54,956
100 5.345 3.693 1.652 43.2% 0.169 4.4% 8% False False 47,701
120 5.345 3.693 1.652 43.2% 0.169 4.4% 8% False False 42,031
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.725
2.618 4.439
1.618 4.264
1.000 4.156
0.618 4.089
HIGH 3.981
0.618 3.914
0.500 3.894
0.382 3.873
LOW 3.806
0.618 3.698
1.000 3.631
1.618 3.523
2.618 3.348
4.250 3.062
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 3.894 3.975
PP 3.870 3.924
S1 3.846 3.873

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

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