NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 4.414 4.319 -0.095 -2.2% 4.546
High 4.443 4.400 -0.043 -1.0% 4.616
Low 4.299 4.310 0.011 0.3% 4.404
Close 4.309 4.342 0.033 0.8% 4.435
Range 0.144 0.090 -0.054 -37.5% 0.212
ATR 0.123 0.121 -0.002 -1.9% 0.000
Volume 14,411 32,241 17,830 123.7% 101,539
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.621 4.571 4.392
R3 4.531 4.481 4.367
R2 4.441 4.441 4.359
R1 4.391 4.391 4.350 4.416
PP 4.351 4.351 4.351 4.363
S1 4.301 4.301 4.334 4.326
S2 4.261 4.261 4.326
S3 4.171 4.211 4.317
S4 4.081 4.121 4.293
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 4.299 0.317 7.3% 0.118 2.7% 14% False False 22,863
10 4.641 4.299 0.342 7.9% 0.121 2.8% 13% False False 22,455
20 4.681 4.299 0.382 8.8% 0.120 2.8% 11% False False 22,542
40 5.361 4.299 1.062 24.5% 0.115 2.6% 4% False False 19,547
60 5.593 4.299 1.294 29.8% 0.116 2.7% 3% False False 18,055
80 5.949 4.299 1.650 38.0% 0.123 2.8% 3% False False 16,745
100 5.949 4.299 1.650 38.0% 0.124 2.9% 3% False False 15,570
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.783
2.618 4.636
1.618 4.546
1.000 4.490
0.618 4.456
HIGH 4.400
0.618 4.366
0.500 4.355
0.382 4.344
LOW 4.310
0.618 4.254
1.000 4.220
1.618 4.164
2.618 4.074
4.250 3.928
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 4.355 4.425
PP 4.351 4.397
S1 4.346 4.370

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

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