NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 3.908 3.885 -0.023 -0.6% 4.041
High 3.954 3.898 -0.056 -1.4% 4.093
Low 3.874 3.721 -0.153 -3.9% 3.909
Close 3.893 3.750 -0.143 -3.7% 3.924
Range 0.080 0.177 0.097 121.3% 0.184
ATR 0.110 0.115 0.005 4.3% 0.000
Volume 55,970 79,143 23,173 41.4% 363,449
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.321 4.212 3.847
R3 4.144 4.035 3.799
R2 3.967 3.967 3.782
R1 3.858 3.858 3.766 3.824
PP 3.790 3.790 3.790 3.773
S1 3.681 3.681 3.734 3.647
S2 3.613 3.613 3.718
S3 3.436 3.504 3.701
S4 3.259 3.327 3.653
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 4.031 3.721 0.310 8.3% 0.102 2.7% 9% False True 67,356
10 4.093 3.721 0.372 9.9% 0.102 2.7% 8% False True 68,238
20 4.393 3.721 0.672 17.9% 0.110 2.9% 4% False True 51,658
40 4.522 3.721 0.801 21.4% 0.119 3.2% 4% False True 37,385
60 5.336 3.721 1.615 43.1% 0.118 3.2% 2% False True 31,062
80 5.447 3.721 1.726 46.0% 0.121 3.2% 2% False True 25,709
100 5.762 3.721 2.041 54.4% 0.126 3.4% 1% False True 22,035
120 5.762 3.721 2.041 54.4% 0.125 3.3% 1% False True 19,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.650
2.618 4.361
1.618 4.184
1.000 4.075
0.618 4.007
HIGH 3.898
0.618 3.830
0.500 3.810
0.382 3.789
LOW 3.721
0.618 3.612
1.000 3.544
1.618 3.435
2.618 3.258
4.250 2.969
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 3.810 3.838
PP 3.790 3.808
S1 3.770 3.779

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

View Archives - Comment on this page... - Back to Index of Symbols