NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 4.354 4.348 -0.006 -0.1% 4.546
High 4.361 4.378 0.017 0.4% 4.616
Low 4.285 4.219 -0.066 -1.5% 4.404
Close 4.342 4.294 -0.048 -1.1% 4.435
Range 0.076 0.159 0.083 109.2% 0.212
ATR 0.117 0.120 0.003 2.5% 0.000
Volume 17,420 16,318 -1,102 -6.3% 101,539
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.774 4.693 4.381
R3 4.615 4.534 4.338
R2 4.456 4.456 4.323
R1 4.375 4.375 4.309 4.336
PP 4.297 4.297 4.297 4.278
S1 4.216 4.216 4.279 4.177
S2 4.138 4.138 4.265
S3 3.979 4.057 4.250
S4 3.820 3.898 4.207
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 4.550 4.219 0.331 7.7% 0.119 2.8% 23% False True 20,560
10 4.631 4.219 0.412 9.6% 0.119 2.8% 18% False True 20,944
20 4.681 4.219 0.462 10.8% 0.121 2.8% 16% False True 22,507
40 5.350 4.219 1.131 26.3% 0.115 2.7% 7% False True 19,509
60 5.468 4.219 1.249 29.1% 0.116 2.7% 6% False True 18,279
80 5.949 4.219 1.730 40.3% 0.121 2.8% 4% False True 16,773
100 5.949 4.219 1.730 40.3% 0.124 2.9% 4% False True 15,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.054
2.618 4.794
1.618 4.635
1.000 4.537
0.618 4.476
HIGH 4.378
0.618 4.317
0.500 4.299
0.382 4.280
LOW 4.219
0.618 4.121
1.000 4.060
1.618 3.962
2.618 3.803
4.250 3.543
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 4.299 4.310
PP 4.297 4.304
S1 4.296 4.299

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

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