NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 4.494 4.547 0.053 1.2% 4.546
High 4.616 4.550 -0.066 -1.4% 4.616
Low 4.475 4.425 -0.050 -1.1% 4.404
Close 4.536 4.435 -0.101 -2.2% 4.435
Range 0.141 0.125 -0.016 -11.3% 0.212
ATR 0.121 0.121 0.000 0.2% 0.000
Volume 21,705 22,410 705 3.2% 101,539
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.845 4.765 4.504
R3 4.720 4.640 4.469
R2 4.595 4.595 4.458
R1 4.515 4.515 4.446 4.493
PP 4.470 4.470 4.470 4.459
S1 4.390 4.390 4.424 4.368
S2 4.345 4.345 4.412
S3 4.220 4.265 4.401
S4 4.095 4.140 4.366
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.121 4.990 4.552
R3 4.909 4.778 4.493
R2 4.697 4.697 4.474
R1 4.566 4.566 4.454 4.526
PP 4.485 4.485 4.485 4.465
S1 4.354 4.354 4.416 4.314
S2 4.273 4.273 4.396
S3 4.061 4.142 4.377
S4 3.849 3.930 4.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.616 4.404 0.212 4.8% 0.123 2.8% 15% False False 20,307
10 4.681 4.404 0.277 6.2% 0.127 2.9% 11% False False 22,592
20 4.681 4.404 0.277 6.2% 0.123 2.8% 11% False False 22,227
40 5.468 4.404 1.064 24.0% 0.116 2.6% 3% False False 19,444
60 5.611 4.404 1.207 27.2% 0.119 2.7% 3% False False 17,852
80 5.949 4.404 1.545 34.8% 0.124 2.8% 2% False False 16,545
100 5.949 4.404 1.545 34.8% 0.123 2.8% 2% False False 15,260
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.081
2.618 4.877
1.618 4.752
1.000 4.675
0.618 4.627
HIGH 4.550
0.618 4.502
0.500 4.488
0.382 4.473
LOW 4.425
0.618 4.348
1.000 4.300
1.618 4.223
2.618 4.098
4.250 3.894
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 4.488 4.521
PP 4.470 4.492
S1 4.453 4.464

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

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