NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 4.290 4.283 -0.007 -0.2% 4.249
High 4.321 4.287 -0.034 -0.8% 4.391
Low 4.250 4.203 -0.047 -1.1% 4.189
Close 4.286 4.263 -0.023 -0.5% 4.292
Range 0.071 0.084 0.013 18.3% 0.202
ATR 0.112 0.110 -0.002 -1.8% 0.000
Volume 74,096 70,174 -3,922 -5.3% 199,130
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.503 4.467 4.309
R3 4.419 4.383 4.286
R2 4.335 4.335 4.278
R1 4.299 4.299 4.271 4.275
PP 4.251 4.251 4.251 4.239
S1 4.215 4.215 4.255 4.191
S2 4.167 4.167 4.248
S3 4.083 4.131 4.240
S4 3.999 4.047 4.217
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% 0.110 2.6% 37% False False 57,961
10 4.391 4.189 0.202 4.7% 0.100 2.3% 37% False False 40,056
20 4.641 4.189 0.452 10.6% 0.111 2.6% 16% False False 31,256
40 4.975 4.189 0.786 18.4% 0.110 2.6% 9% False False 24,942
60 5.468 4.189 1.279 30.0% 0.113 2.6% 6% False False 22,155
80 5.904 4.189 1.715 40.2% 0.118 2.8% 4% False False 20,002
100 5.949 4.189 1.760 41.3% 0.122 2.9% 4% False False 18,359
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.644
2.618 4.507
1.618 4.423
1.000 4.371
0.618 4.339
HIGH 4.287
0.618 4.255
0.500 4.245
0.382 4.235
LOW 4.203
0.618 4.151
1.000 4.119
1.618 4.067
2.618 3.983
4.250 3.846
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 4.257 4.260
PP 4.251 4.258
S1 4.245 4.255

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

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