NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 3.693 3.759 0.066 1.8% 3.898
High 3.803 3.841 0.038 1.0% 3.954
Low 3.662 3.718 0.056 1.5% 3.659
Close 3.766 3.763 -0.003 -0.1% 3.693
Range 0.141 0.123 -0.018 -12.8% 0.295
ATR 0.124 0.124 0.000 -0.1% 0.000
Volume 119,858 82,817 -37,041 -30.9% 317,923
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.143 4.076 3.831
R3 4.020 3.953 3.797
R2 3.897 3.897 3.786
R1 3.830 3.830 3.774 3.864
PP 3.774 3.774 3.774 3.791
S1 3.707 3.707 3.752 3.741
S2 3.651 3.651 3.740
S3 3.528 3.584 3.729
S4 3.405 3.461 3.695
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.654 4.468 3.855
R3 4.359 4.173 3.774
R2 4.064 4.064 3.747
R1 3.878 3.878 3.720 3.824
PP 3.769 3.769 3.769 3.741
S1 3.583 3.583 3.666 3.529
S2 3.474 3.474 3.639
S3 3.179 3.288 3.612
S4 2.884 2.993 3.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.898 3.500 0.398 10.6% 0.157 4.2% 66% False False 77,640
10 4.072 3.500 0.572 15.2% 0.125 3.3% 46% False False 72,568
20 4.217 3.500 0.717 19.1% 0.119 3.2% 37% False False 61,712
40 4.504 3.500 1.004 26.7% 0.122 3.2% 26% False False 43,281
60 5.229 3.500 1.729 45.9% 0.119 3.2% 15% False False 34,979
80 5.373 3.500 1.873 49.8% 0.119 3.2% 14% False False 29,102
100 5.762 3.500 2.262 60.1% 0.125 3.3% 12% False False 24,701
120 5.762 3.500 2.262 60.1% 0.127 3.4% 12% False False 21,704
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.364
2.618 4.163
1.618 4.040
1.000 3.964
0.618 3.917
HIGH 3.841
0.618 3.794
0.500 3.780
0.382 3.765
LOW 3.718
0.618 3.642
1.000 3.595
1.618 3.519
2.618 3.396
4.250 3.195
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 3.780 3.732
PP 3.774 3.701
S1 3.769 3.671

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

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