NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 4.295 4.249 -0.046 -1.1% 4.414
High 4.295 4.268 -0.027 -0.6% 4.443
Low 4.230 4.189 -0.041 -1.0% 4.219
Close 4.261 4.249 -0.012 -0.3% 4.261
Range 0.065 0.079 0.014 21.5% 0.224
ATR 0.116 0.114 -0.003 -2.3% 0.000
Volume 23,431 24,423 992 4.2% 103,821
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.472 4.440 4.292
R3 4.393 4.361 4.271
R2 4.314 4.314 4.263
R1 4.282 4.282 4.256 4.289
PP 4.235 4.235 4.235 4.239
S1 4.203 4.203 4.242 4.210
S2 4.156 4.156 4.235
S3 4.077 4.124 4.227
S4 3.998 4.045 4.206
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.980 4.844 4.384
R3 4.756 4.620 4.323
R2 4.532 4.532 4.302
R1 4.396 4.396 4.282 4.352
PP 4.308 4.308 4.308 4.286
S1 4.172 4.172 4.240 4.128
S2 4.084 4.084 4.220
S3 3.860 3.948 4.199
S4 3.636 3.724 4.138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.189 0.211 5.0% 0.094 2.2% 28% False True 22,766
10 4.616 4.189 0.427 10.0% 0.108 2.5% 14% False True 21,396
20 4.681 4.189 0.492 11.6% 0.117 2.8% 12% False True 22,411
40 5.182 4.189 0.993 23.4% 0.111 2.6% 6% False True 19,861
60 5.468 4.189 1.279 30.1% 0.113 2.7% 5% False True 18,446
80 5.949 4.189 1.760 41.4% 0.120 2.8% 3% False True 17,062
100 5.949 4.189 1.760 41.4% 0.124 2.9% 3% False True 15,923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.604
2.618 4.475
1.618 4.396
1.000 4.347
0.618 4.317
HIGH 4.268
0.618 4.238
0.500 4.229
0.382 4.219
LOW 4.189
0.618 4.140
1.000 4.110
1.618 4.061
2.618 3.982
4.250 3.853
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 4.242 4.284
PP 4.235 4.272
S1 4.229 4.261

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

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