NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 4.230 4.290 0.060 1.4% 4.249
High 4.304 4.321 0.017 0.4% 4.391
Low 4.189 4.250 0.061 1.5% 4.189
Close 4.292 4.286 -0.006 -0.1% 4.292
Range 0.115 0.071 -0.044 -38.3% 0.202
ATR 0.115 0.112 -0.003 -2.7% 0.000
Volume 84,434 74,096 -10,338 -12.2% 199,130
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.499 4.463 4.325
R3 4.428 4.392 4.306
R2 4.357 4.357 4.299
R1 4.321 4.321 4.293 4.304
PP 4.286 4.286 4.286 4.277
S1 4.250 4.250 4.279 4.233
S2 4.215 4.215 4.273
S3 4.144 4.179 4.266
S4 4.073 4.108 4.247
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.897 4.796 4.403
R3 4.695 4.594 4.348
R2 4.493 4.493 4.329
R1 4.392 4.392 4.311 4.443
PP 4.291 4.291 4.291 4.316
S1 4.190 4.190 4.273 4.241
S2 4.089 4.089 4.255
S3 3.887 3.988 4.236
S4 3.685 3.786 4.181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.391 4.189 0.202 4.7% 0.108 2.5% 48% False False 49,760
10 4.400 4.189 0.211 4.9% 0.101 2.3% 46% False False 36,263
20 4.681 4.189 0.492 11.5% 0.115 2.7% 20% False False 29,158
40 5.008 4.189 0.819 19.1% 0.112 2.6% 12% False False 23,469
60 5.468 4.189 1.279 29.8% 0.112 2.6% 8% False False 21,228
80 5.949 4.189 1.760 41.1% 0.120 2.8% 6% False False 19,299
100 5.949 4.189 1.760 41.1% 0.122 2.8% 6% False False 17,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.623
2.618 4.507
1.618 4.436
1.000 4.392
0.618 4.365
HIGH 4.321
0.618 4.294
0.500 4.286
0.382 4.277
LOW 4.250
0.618 4.206
1.000 4.179
1.618 4.135
2.618 4.064
4.250 3.948
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 4.286 4.290
PP 4.286 4.289
S1 4.286 4.287

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

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