NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 4.231 4.140 -0.091 -2.2% 4.290
High 4.257 4.162 -0.095 -2.2% 4.321
Low 4.151 4.108 -0.043 -1.0% 4.151
Close 4.169 4.130 -0.039 -0.9% 4.169
Range 0.106 0.054 -0.052 -49.1% 0.170
ATR 0.109 0.106 -0.003 -3.2% 0.000
Volume 44,840 33,708 -11,132 -24.8% 341,307
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.295 4.267 4.160
R3 4.241 4.213 4.145
R2 4.187 4.187 4.140
R1 4.159 4.159 4.135 4.146
PP 4.133 4.133 4.133 4.127
S1 4.105 4.105 4.125 4.092
S2 4.079 4.079 4.120
S3 4.025 4.051 4.115
S4 3.971 3.997 4.100
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.724 4.616 4.263
R3 4.554 4.446 4.216
R2 4.384 4.384 4.200
R1 4.276 4.276 4.185 4.245
PP 4.214 4.214 4.214 4.198
S1 4.106 4.106 4.153 4.075
S2 4.044 4.044 4.138
S3 3.874 3.936 4.122
S4 3.704 3.766 4.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.317 4.108 0.209 5.1% 0.091 2.2% 11% False True 60,183
10 4.391 4.108 0.283 6.9% 0.100 2.4% 8% False True 54,972
20 4.616 4.108 0.508 12.3% 0.104 2.5% 4% False True 38,184
40 4.737 4.108 0.629 15.2% 0.110 2.7% 3% False True 29,494
60 5.468 4.108 1.360 32.9% 0.112 2.7% 2% False True 25,281
80 5.750 4.108 1.642 39.8% 0.116 2.8% 1% False True 22,326
100 5.949 4.108 1.841 44.6% 0.121 2.9% 1% False True 20,386
120 5.949 4.108 1.841 44.6% 0.121 2.9% 1% False True 18,661
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.027
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 4.392
2.618 4.303
1.618 4.249
1.000 4.216
0.618 4.195
HIGH 4.162
0.618 4.141
0.500 4.135
0.382 4.129
LOW 4.108
0.618 4.075
1.000 4.054
1.618 4.021
2.618 3.967
4.250 3.879
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 4.135 4.199
PP 4.133 4.176
S1 4.132 4.153

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

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