NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 3.399 3.527 0.128 3.8% 3.646
High 3.530 3.613 0.083 2.4% 3.777
Low 3.395 3.507 0.112 3.3% 3.520
Close 3.513 3.539 0.026 0.7% 3.528
Range 0.135 0.106 -0.029 -21.5% 0.257
ATR 0.140 0.138 -0.002 -1.7% 0.000
Volume 95,516 92,061 -3,455 -3.6% 605,929
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 3.871 3.811 3.597
R3 3.765 3.705 3.568
R2 3.659 3.659 3.558
R1 3.599 3.599 3.549 3.629
PP 3.553 3.553 3.553 3.568
S1 3.493 3.493 3.529 3.523
S2 3.447 3.447 3.520
S3 3.341 3.387 3.510
S4 3.235 3.281 3.481
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.379 4.211 3.669
R3 4.122 3.954 3.599
R2 3.865 3.865 3.575
R1 3.697 3.697 3.552 3.653
PP 3.608 3.608 3.608 3.586
S1 3.440 3.440 3.504 3.396
S2 3.351 3.351 3.481
S3 3.094 3.183 3.457
S4 2.837 2.926 3.387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.761 3.395 0.366 10.3% 0.137 3.9% 39% False False 109,363
10 3.888 3.395 0.493 13.9% 0.142 4.0% 29% False False 117,201
20 4.250 3.395 0.855 24.2% 0.133 3.7% 17% False False 99,226
40 4.298 3.395 0.903 25.5% 0.139 3.9% 16% False False 72,258
60 5.150 3.395 1.755 49.6% 0.136 3.8% 8% False False 60,362
80 5.208 3.395 1.813 51.2% 0.137 3.9% 8% False False 49,105
100 5.534 3.395 2.139 60.4% 0.142 4.0% 7% False False 40,977
120 5.534 3.395 2.139 60.4% 0.137 3.9% 7% False False 35,009
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 0.034
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.064
2.618 3.891
1.618 3.785
1.000 3.719
0.618 3.679
HIGH 3.613
0.618 3.573
0.500 3.560
0.382 3.547
LOW 3.507
0.618 3.441
1.000 3.401
1.618 3.335
2.618 3.229
4.250 3.057
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 3.560 3.527
PP 3.553 3.516
S1 3.546 3.504

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

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