NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 4.120 4.061 -0.059 -1.4% 4.234
High 4.123 4.075 -0.048 -1.2% 4.236
Low 4.060 3.997 -0.063 -1.6% 4.040
Close 4.077 4.047 -0.030 -0.7% 4.077
Range 0.063 0.078 0.015 23.8% 0.196
ATR 0.123 0.120 -0.003 -2.5% 0.000
Volume 28,395 28,797 402 1.4% 151,038
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.274 4.238 4.090
R3 4.196 4.160 4.068
R2 4.118 4.118 4.061
R1 4.082 4.082 4.054 4.061
PP 4.040 4.040 4.040 4.029
S1 4.004 4.004 4.040 3.983
S2 3.962 3.962 4.033
S3 3.884 3.926 4.026
S4 3.806 3.848 4.004
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.706 4.587 4.185
R3 4.510 4.391 4.131
R2 4.314 4.314 4.113
R1 4.195 4.195 4.095 4.157
PP 4.118 4.118 4.118 4.098
S1 3.999 3.999 4.059 3.961
S2 3.922 3.922 4.041
S3 3.726 3.803 4.023
S4 3.530 3.607 3.969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.236 3.997 0.239 5.9% 0.097 2.4% 21% False True 27,183
10 4.450 3.997 0.453 11.2% 0.110 2.7% 11% False True 27,114
20 4.500 3.997 0.503 12.4% 0.123 3.0% 10% False True 25,877
40 5.050 3.997 1.053 26.0% 0.116 2.9% 5% False True 22,289
60 5.336 3.997 1.339 33.1% 0.118 2.9% 4% False True 19,250
80 5.762 3.997 1.765 43.6% 0.124 3.1% 3% False True 16,333
100 5.762 3.997 1.765 43.6% 0.128 3.2% 3% False True 14,458
120 5.762 3.997 1.765 43.6% 0.128 3.2% 3% False True 12,685
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.407
2.618 4.279
1.618 4.201
1.000 4.153
0.618 4.123
HIGH 4.075
0.618 4.045
0.500 4.036
0.382 4.027
LOW 3.997
0.618 3.949
1.000 3.919
1.618 3.871
2.618 3.793
4.250 3.666
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 4.043 4.107
PP 4.040 4.087
S1 4.036 4.067

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

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