NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 4.594 4.612 0.018 0.4% 4.525
High 4.634 4.612 -0.022 -0.5% 4.678
Low 4.480 4.493 0.013 0.3% 4.467
Close 4.571 4.534 -0.037 -0.8% 4.648
Range 0.154 0.119 -0.035 -22.7% 0.211
ATR 0.116 0.116 0.000 0.2% 0.000
Volume 19,996 24,675 4,679 23.4% 103,765
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.903 4.838 4.599
R3 4.784 4.719 4.567
R2 4.665 4.665 4.556
R1 4.600 4.600 4.545 4.573
PP 4.546 4.546 4.546 4.533
S1 4.481 4.481 4.523 4.454
S2 4.427 4.427 4.512
S3 4.308 4.362 4.501
S4 4.189 4.243 4.469
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.231 5.150 4.764
R3 5.020 4.939 4.706
R2 4.809 4.809 4.687
R1 4.728 4.728 4.667 4.769
PP 4.598 4.598 4.598 4.618
S1 4.517 4.517 4.629 4.558
S2 4.387 4.387 4.609
S3 4.176 4.306 4.590
S4 3.965 4.095 4.532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.669 4.480 0.189 4.2% 0.121 2.7% 29% False False 23,149
10 4.678 4.467 0.211 4.7% 0.119 2.6% 32% False False 20,100
20 5.010 4.467 0.543 12.0% 0.105 2.3% 12% False False 17,568
40 5.468 4.467 1.001 22.1% 0.113 2.5% 7% False False 16,973
60 5.949 4.467 1.482 32.7% 0.122 2.7% 5% False False 15,651
80 5.949 4.467 1.482 32.7% 0.125 2.8% 5% False False 14,574
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.118
2.618 4.924
1.618 4.805
1.000 4.731
0.618 4.686
HIGH 4.612
0.618 4.567
0.500 4.553
0.382 4.538
LOW 4.493
0.618 4.419
1.000 4.374
1.618 4.300
2.618 4.181
4.250 3.987
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 4.553 4.566
PP 4.546 4.555
S1 4.540 4.545

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

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