NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 4.319 4.354 0.035 0.8% 4.546
High 4.400 4.361 -0.039 -0.9% 4.616
Low 4.310 4.285 -0.025 -0.6% 4.404
Close 4.342 4.342 0.000 0.0% 4.435
Range 0.090 0.076 -0.014 -15.6% 0.212
ATR 0.121 0.117 -0.003 -2.6% 0.000
Volume 32,241 17,420 -14,821 -46.0% 101,539
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.557 4.526 4.384
R3 4.481 4.450 4.363
R2 4.405 4.405 4.356
R1 4.374 4.374 4.349 4.352
PP 4.329 4.329 4.329 4.318
S1 4.298 4.298 4.335 4.276
S2 4.253 4.253 4.328
S3 4.177 4.222 4.321
S4 4.101 4.146 4.300
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 4.285 0.331 7.6% 0.115 2.7% 17% False True 21,637
10 4.641 4.285 0.356 8.2% 0.122 2.8% 16% False True 21,604
20 4.681 4.285 0.396 9.1% 0.119 2.7% 14% False True 22,756
40 5.350 4.285 1.065 24.5% 0.113 2.6% 5% False True 19,521
60 5.519 4.285 1.234 28.4% 0.115 2.6% 5% False True 18,169
80 5.949 4.285 1.664 38.3% 0.121 2.8% 3% False True 16,703
100 5.949 4.285 1.664 38.3% 0.123 2.8% 3% False True 15,630
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.684
2.618 4.560
1.618 4.484
1.000 4.437
0.618 4.408
HIGH 4.361
0.618 4.332
0.500 4.323
0.382 4.314
LOW 4.285
0.618 4.238
1.000 4.209
1.618 4.162
2.618 4.086
4.250 3.962
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 4.336 4.364
PP 4.329 4.357
S1 4.323 4.349

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

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