NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 4.163 3.939 -0.224 -5.4% 4.169
High 4.177 3.942 -0.235 -5.6% 4.250
Low 4.004 3.867 -0.137 -3.4% 3.984
Close 4.009 3.916 -0.093 -2.3% 4.009
Range 0.173 0.075 -0.098 -56.6% 0.266
ATR 0.147 0.147 0.000 -0.3% 0.000
Volume 74,551 99,361 24,810 33.3% 344,419
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.133 4.100 3.957
R3 4.058 4.025 3.937
R2 3.983 3.983 3.930
R1 3.950 3.950 3.923 3.929
PP 3.908 3.908 3.908 3.898
S1 3.875 3.875 3.909 3.854
S2 3.833 3.833 3.902
S3 3.758 3.800 3.895
S4 3.683 3.725 3.875
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.879 4.710 4.155
R3 4.613 4.444 4.082
R2 4.347 4.347 4.058
R1 4.178 4.178 4.033 4.130
PP 4.081 4.081 4.081 4.057
S1 3.912 3.912 3.985 3.864
S2 3.815 3.815 3.960
S3 3.549 3.646 3.936
S4 3.283 3.380 3.863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.250 3.867 0.383 9.8% 0.136 3.5% 13% False True 74,817
10 4.298 3.867 0.431 11.0% 0.151 3.9% 11% False True 72,016
20 4.298 3.867 0.431 11.0% 0.146 3.7% 11% False True 53,893
40 5.150 3.867 1.283 32.8% 0.136 3.5% 4% False True 45,245
60 5.208 3.867 1.341 34.2% 0.136 3.5% 4% False True 36,075
80 5.534 3.867 1.667 42.6% 0.142 3.6% 3% False True 29,357
100 5.534 3.867 1.667 42.6% 0.140 3.6% 3% False True 24,604
120 5.534 3.867 1.667 42.6% 0.139 3.6% 3% False True 20,932
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 0.036
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.261
2.618 4.138
1.618 4.063
1.000 4.017
0.618 3.988
HIGH 3.942
0.618 3.913
0.500 3.905
0.382 3.896
LOW 3.867
0.618 3.821
1.000 3.792
1.618 3.746
2.618 3.671
4.250 3.548
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 3.912 4.059
PP 3.908 4.011
S1 3.905 3.964

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

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