NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 4.546 4.431 -0.115 -2.5% 4.557
High 4.551 4.531 -0.020 -0.4% 4.681
Low 4.404 4.418 0.014 0.3% 4.447
Close 4.422 4.462 0.040 0.9% 4.574
Range 0.147 0.113 -0.034 -23.1% 0.234
ATR 0.122 0.122 -0.001 -0.5% 0.000
Volume 15,822 18,052 2,230 14.1% 124,384
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.809 4.749 4.524
R3 4.696 4.636 4.493
R2 4.583 4.583 4.483
R1 4.523 4.523 4.472 4.553
PP 4.470 4.470 4.470 4.486
S1 4.410 4.410 4.452 4.440
S2 4.357 4.357 4.441
S3 4.244 4.297 4.431
S4 4.131 4.184 4.400
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.269 5.156 4.703
R3 5.035 4.922 4.638
R2 4.801 4.801 4.617
R1 4.688 4.688 4.595 4.745
PP 4.567 4.567 4.567 4.596
S1 4.454 4.454 4.553 4.511
S2 4.333 4.333 4.531
S3 4.099 4.220 4.510
S4 3.865 3.986 4.445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.641 4.404 0.237 5.3% 0.124 2.8% 24% False False 22,046
10 4.681 4.404 0.277 6.2% 0.123 2.7% 21% False False 23,231
20 4.681 4.404 0.277 6.2% 0.118 2.6% 21% False False 21,202
40 5.468 4.404 1.064 23.8% 0.116 2.6% 5% False False 19,062
60 5.705 4.404 1.301 29.2% 0.120 2.7% 4% False False 17,205
80 5.949 4.404 1.545 34.6% 0.125 2.8% 4% False False 16,069
100 5.949 4.404 1.545 34.6% 0.123 2.7% 4% False False 14,865
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.011
2.618 4.827
1.618 4.714
1.000 4.644
0.618 4.601
HIGH 4.531
0.618 4.488
0.500 4.475
0.382 4.461
LOW 4.418
0.618 4.348
1.000 4.305
1.618 4.235
2.618 4.122
4.250 3.938
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 4.475 4.518
PP 4.470 4.499
S1 4.466 4.481

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

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