NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 4.043 3.935 -0.108 -2.7% 4.140
High 4.043 3.987 -0.056 -1.4% 4.184
Low 3.912 3.868 -0.044 -1.1% 3.912
Close 3.948 3.928 -0.020 -0.5% 3.948
Range 0.131 0.119 -0.012 -9.2% 0.272
ATR 0.107 0.108 0.001 0.8% 0.000
Volume 38,893 23,886 -15,007 -38.6% 167,029
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.285 4.225 3.993
R3 4.166 4.106 3.961
R2 4.047 4.047 3.950
R1 3.987 3.987 3.939 3.958
PP 3.928 3.928 3.928 3.913
S1 3.868 3.868 3.917 3.839
S2 3.809 3.809 3.906
S3 3.690 3.749 3.895
S4 3.571 3.630 3.863
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.831 4.661 4.098
R3 4.559 4.389 4.023
R2 4.287 4.287 3.998
R1 4.117 4.117 3.973 4.066
PP 4.015 4.015 4.015 3.989
S1 3.845 3.845 3.923 3.794
S2 3.743 3.743 3.898
S3 3.471 3.573 3.873
S4 3.199 3.301 3.798
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.184 3.868 0.316 8.0% 0.109 2.8% 19% False True 31,441
10 4.317 3.868 0.449 11.4% 0.100 2.6% 13% False True 45,812
20 4.400 3.868 0.532 13.5% 0.100 2.6% 11% False True 41,038
40 4.681 3.868 0.813 20.7% 0.112 2.9% 7% False True 31,472
60 5.468 3.868 1.600 40.7% 0.112 2.8% 4% False True 26,425
80 5.593 3.868 1.725 43.9% 0.113 2.9% 3% False True 23,632
100 5.949 3.868 2.081 53.0% 0.119 3.0% 3% False True 21,479
120 5.949 3.868 2.081 53.0% 0.120 3.1% 3% False True 19,610
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.493
2.618 4.299
1.618 4.180
1.000 4.106
0.618 4.061
HIGH 3.987
0.618 3.942
0.500 3.928
0.382 3.913
LOW 3.868
0.618 3.794
1.000 3.749
1.618 3.675
2.618 3.556
4.250 3.362
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 3.928 4.008
PP 3.928 3.981
S1 3.928 3.955

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

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