NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 4.049 4.088 0.039 1.0% 4.234
High 4.110 4.197 0.087 2.1% 4.236
Low 4.015 4.072 0.057 1.4% 4.040
Close 4.067 4.187 0.120 3.0% 4.077
Range 0.095 0.125 0.030 31.6% 0.196
ATR 0.118 0.119 0.001 0.7% 0.000
Volume 26,667 41,979 15,312 57.4% 151,038
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.527 4.482 4.256
R3 4.402 4.357 4.221
R2 4.277 4.277 4.210
R1 4.232 4.232 4.198 4.255
PP 4.152 4.152 4.152 4.163
S1 4.107 4.107 4.176 4.130
S2 4.027 4.027 4.164
S3 3.902 3.982 4.153
S4 3.777 3.857 4.118
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 4.217 3.997 0.220 5.3% 0.108 2.6% 86% False False 32,360
10 4.450 3.997 0.453 10.8% 0.110 2.6% 42% False False 29,277
20 4.500 3.997 0.503 12.0% 0.120 2.9% 38% False False 26,464
40 4.896 3.997 0.899 21.5% 0.115 2.7% 21% False False 22,710
60 5.336 3.997 1.339 32.0% 0.118 2.8% 14% False False 20,119
80 5.762 3.997 1.765 42.2% 0.125 3.0% 11% False False 17,037
100 5.762 3.997 1.765 42.2% 0.128 3.1% 11% False False 14,993
120 5.762 3.997 1.765 42.2% 0.127 3.0% 11% False False 13,194
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.728
2.618 4.524
1.618 4.399
1.000 4.322
0.618 4.274
HIGH 4.197
0.618 4.149
0.500 4.135
0.382 4.120
LOW 4.072
0.618 3.995
1.000 3.947
1.618 3.870
2.618 3.745
4.250 3.541
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 4.170 4.157
PP 4.152 4.127
S1 4.135 4.097

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

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