NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 4.041 4.000 -0.041 -1.0% 4.041
High 4.072 4.031 -0.041 -1.0% 4.093
Low 3.939 3.909 -0.030 -0.8% 3.909
Close 4.016 3.924 -0.092 -2.3% 3.924
Range 0.133 0.122 -0.011 -8.3% 0.184
ATR 0.119 0.119 0.000 0.2% 0.000
Volume 79,840 68,527 -11,313 -14.2% 363,449
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.321 4.244 3.991
R3 4.199 4.122 3.958
R2 4.077 4.077 3.946
R1 4.000 4.000 3.935 3.978
PP 3.955 3.955 3.955 3.943
S1 3.878 3.878 3.913 3.856
S2 3.833 3.833 3.902
S3 3.711 3.756 3.890
S4 3.589 3.634 3.857
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.527 4.410 4.025
R3 4.343 4.226 3.975
R2 4.159 4.159 3.958
R1 4.042 4.042 3.941 4.009
PP 3.975 3.975 3.975 3.959
S1 3.858 3.858 3.907 3.825
S2 3.791 3.791 3.890
S3 3.607 3.674 3.873
S4 3.423 3.490 3.823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.093 3.909 0.184 4.7% 0.106 2.7% 8% False True 72,689
10 4.207 3.909 0.298 7.6% 0.115 2.9% 5% False True 59,258
20 4.450 3.909 0.541 13.8% 0.117 3.0% 3% False True 42,666
40 4.673 3.909 0.764 19.5% 0.117 3.0% 2% False True 31,839
60 5.336 3.909 1.427 36.4% 0.118 3.0% 1% False True 27,172
80 5.570 3.909 1.661 42.3% 0.122 3.1% 1% False True 22,603
100 5.762 3.909 1.853 47.2% 0.127 3.2% 1% False True 19,531
120 5.762 3.909 1.853 47.2% 0.127 3.2% 1% False True 17,149
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.550
2.618 4.350
1.618 4.228
1.000 4.153
0.618 4.106
HIGH 4.031
0.618 3.984
0.500 3.970
0.382 3.956
LOW 3.909
0.618 3.834
1.000 3.787
1.618 3.712
2.618 3.590
4.250 3.391
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 3.970 4.001
PP 3.955 3.975
S1 3.939 3.950

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

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