NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 06-Oct-2010

Day Change Summary
	Previous	Current
	05-Oct-2010	06-Oct-2010	Change	Change %	Previous Week
Open	4.259	4.303	0.044	1.0%	4.414
High	4.298	4.382	0.084	2.0%	4.443
Low	4.225	4.274	0.049	1.2%	4.219
Close	4.274	4.373	0.099	2.3%	4.261
Range	0.073	0.108	0.035	47.9%	0.224
ATR	0.111	0.111	0.000	-0.2%	0.000
Volume	29,171	22,754	-6,417	-22.0%	103,821

Daily Pivots for day following 06-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.667	4.628	4.432
R3	4.559	4.520	4.403
R2	4.451	4.451	4.393
R1	4.412	4.412	4.383	4.432
PP	4.343	4.343	4.343	4.353
S1	4.304	4.304	4.363	4.324
S2	4.235	4.235	4.353
S3	4.127	4.196	4.343
S4	4.019	4.088	4.314

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	4.382	4.189	0.193	4.4%	0.097	2.2%	95%	True	False	23,219
10	4.616	4.189	0.427	9.8%	0.106	2.4%	43%	False	False	22,428
20	4.681	4.189	0.492	11.3%	0.113	2.6%	37%	False	False	22,773
40	5.010	4.189	0.821	18.8%	0.109	2.5%	22%	False	False	20,171
60	5.468	4.189	1.279	29.2%	0.113	2.6%	14%	False	False	18,907
80	5.949	4.189	1.760	40.2%	0.120	2.7%	10%	False	False	17,431
100	5.949	4.189	1.760	40.2%	0.123	2.8%	10%	False	False	16,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.841
2.618	4.665
1.618	4.557
1.000	4.490
0.618	4.449
HIGH	4.382
0.618	4.341
0.500	4.328
0.382	4.315
LOW	4.274
0.618	4.207
1.000	4.166
1.618	4.099
2.618	3.991
4.250	3.815

Fisher Pivots for day following 06-Oct-2010
Pivot	1 day	3 day
R1	4.358	4.344
PP	4.343	4.315
S1	4.328	4.286

Download as Excel Spreadsheet

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

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