NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 3.352 3.333 -0.019 -0.6% 3.480
High 3.410 3.391 -0.019 -0.6% 3.613
Low 3.263 3.212 -0.051 -1.6% 3.290
Close 3.354 3.292 -0.062 -1.8% 3.332
Range 0.147 0.179 0.032 21.8% 0.323
ATR 0.138 0.141 0.003 2.1% 0.000
Volume 58,044 12,386 -45,658 -78.7% 476,481
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 3.835 3.743 3.390
R3 3.656 3.564 3.341
R2 3.477 3.477 3.325
R1 3.385 3.385 3.308 3.342
PP 3.298 3.298 3.298 3.277
S1 3.206 3.206 3.276 3.163
S2 3.119 3.119 3.259
S3 2.940 3.027 3.243
S4 2.761 2.848 3.194
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.381 4.179 3.510
R3 4.058 3.856 3.421
R2 3.735 3.735 3.391
R1 3.533 3.533 3.362 3.473
PP 3.412 3.412 3.412 3.381
S1 3.210 3.210 3.302 3.150
S2 3.089 3.089 3.273
S3 2.766 2.887 3.243
S4 2.443 2.564 3.154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.540 3.212 0.328 10.0% 0.150 4.5% 24% False True 61,038
10 3.761 3.212 0.549 16.7% 0.143 4.4% 15% False True 85,201
20 4.012 3.212 0.800 24.3% 0.141 4.3% 10% False True 94,515
40 4.298 3.212 1.086 33.0% 0.140 4.3% 7% False True 76,308
60 4.965 3.212 1.753 53.3% 0.134 4.1% 5% False True 63,297
80 5.150 3.212 1.938 58.9% 0.135 4.1% 4% False True 52,137
100 5.534 3.212 2.322 70.5% 0.139 4.2% 3% False True 43,630
120 5.534 3.212 2.322 70.5% 0.140 4.2% 3% False True 37,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.152
2.618 3.860
1.618 3.681
1.000 3.570
0.618 3.502
HIGH 3.391
0.618 3.323
0.500 3.302
0.382 3.280
LOW 3.212
0.618 3.101
1.000 3.033
1.618 2.922
2.618 2.743
4.250 2.451
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 3.302 3.311
PP 3.298 3.305
S1 3.295 3.298

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

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