NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 4.183 4.183 0.000 0.0% 4.361
High 4.194 4.217 0.023 0.5% 4.450
Low 4.122 4.040 -0.082 -2.0% 4.230
Close 4.178 4.122 -0.056 -1.3% 4.260
Range 0.072 0.177 0.105 145.8% 0.220
ATR 0.124 0.127 0.004 3.1% 0.000
Volume 21,198 35,965 14,767 69.7% 109,703
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.657 4.567 4.219
R3 4.480 4.390 4.171
R2 4.303 4.303 4.154
R1 4.213 4.213 4.138 4.170
PP 4.126 4.126 4.126 4.105
S1 4.036 4.036 4.106 3.993
S2 3.949 3.949 4.090
S3 3.772 3.859 4.073
S4 3.595 3.682 4.025
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.973 4.837 4.381
R3 4.753 4.617 4.321
R2 4.533 4.533 4.300
R1 4.397 4.397 4.280 4.355
PP 4.313 4.313 4.313 4.293
S1 4.177 4.177 4.240 4.135
S2 4.093 4.093 4.220
S3 3.873 3.957 4.200
S4 3.653 3.737 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.393 4.040 0.353 8.6% 0.119 2.9% 23% False True 28,789
10 4.481 4.040 0.441 10.7% 0.122 3.0% 19% False True 25,164
20 4.500 4.040 0.460 11.2% 0.127 3.1% 18% False True 25,404
40 5.229 4.040 1.189 28.8% 0.121 2.9% 7% False True 21,942
60 5.336 4.040 1.296 31.4% 0.120 2.9% 6% False True 18,685
80 5.762 4.040 1.722 41.8% 0.126 3.1% 5% False True 15,803
100 5.762 4.040 1.722 41.8% 0.129 3.1% 5% False True 14,006
120 5.762 4.040 1.722 41.8% 0.129 3.1% 5% False True 12,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.969
2.618 4.680
1.618 4.503
1.000 4.394
0.618 4.326
HIGH 4.217
0.618 4.149
0.500 4.129
0.382 4.108
LOW 4.040
0.618 3.931
1.000 3.863
1.618 3.754
2.618 3.577
4.250 3.288
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 4.129 4.138
PP 4.126 4.133
S1 4.124 4.127

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

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