NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 4.431 4.469 0.038 0.9% 4.557
High 4.531 4.549 0.018 0.4% 4.681
Low 4.418 4.460 0.042 1.0% 4.447
Close 4.462 4.490 0.028 0.6% 4.574
Range 0.113 0.089 -0.024 -21.2% 0.234
ATR 0.122 0.119 -0.002 -1.9% 0.000
Volume 18,052 23,550 5,498 30.5% 124,384
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.767 4.717 4.539
R3 4.678 4.628 4.514
R2 4.589 4.589 4.506
R1 4.539 4.539 4.498 4.564
PP 4.500 4.500 4.500 4.512
S1 4.450 4.450 4.482 4.475
S2 4.411 4.411 4.474
S3 4.322 4.361 4.466
S4 4.233 4.272 4.441
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% 0.129 2.9% 36% False False 21,570
10 4.681 4.404 0.277 6.2% 0.120 2.7% 31% False False 23,119
20 4.681 4.404 0.277 6.2% 0.119 2.7% 31% False False 21,609
40 5.468 4.404 1.064 23.7% 0.116 2.6% 8% False False 19,432
60 5.624 4.404 1.220 27.2% 0.120 2.7% 7% False False 17,475
80 5.949 4.404 1.545 34.4% 0.125 2.8% 6% False False 16,210
100 5.949 4.404 1.545 34.4% 0.122 2.7% 6% False False 14,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.927
2.618 4.782
1.618 4.693
1.000 4.638
0.618 4.604
HIGH 4.549
0.618 4.515
0.500 4.505
0.382 4.494
LOW 4.460
0.618 4.405
1.000 4.371
1.618 4.316
2.618 4.227
4.250 4.082
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 4.505 4.486
PP 4.500 4.482
S1 4.495 4.478

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

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