NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 4.310 4.296 -0.014 -0.3% 4.281
High 4.347 4.317 -0.030 -0.7% 4.415
Low 4.260 4.200 -0.060 -1.4% 4.220
Close 4.317 4.275 -0.042 -1.0% 4.328
Range 0.087 0.117 0.030 34.5% 0.195
ATR 0.101 0.102 0.001 1.2% 0.000
Volume 19,867 14,168 -5,699 -28.7% 80,962
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.615 4.562 4.339
R3 4.498 4.445 4.307
R2 4.381 4.381 4.296
R1 4.328 4.328 4.286 4.296
PP 4.264 4.264 4.264 4.248
S1 4.211 4.211 4.264 4.179
S2 4.147 4.147 4.254
S3 4.030 4.094 4.243
S4 3.913 3.977 4.211
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.906 4.812 4.435
R3 4.711 4.617 4.382
R2 4.516 4.516 4.364
R1 4.422 4.422 4.346 4.469
PP 4.321 4.321 4.321 4.345
S1 4.227 4.227 4.310 4.274
S2 4.126 4.126 4.292
S3 3.931 4.032 4.274
S4 3.736 3.837 4.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.355 4.200 0.155 3.6% 0.090 2.1% 48% False True 18,216
10 4.415 4.200 0.215 5.0% 0.091 2.1% 35% False True 16,105
20 4.629 4.200 0.429 10.0% 0.097 2.3% 17% False True 10,549
40 4.955 4.200 0.755 17.7% 0.102 2.4% 10% False True 7,529
60 5.434 4.200 1.234 28.9% 0.101 2.4% 6% False True 5,893
80 5.687 4.200 1.487 34.8% 0.104 2.4% 5% False True 4,913
100 5.861 4.200 1.661 38.9% 0.109 2.5% 5% False True 4,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 4.814
2.618 4.623
1.618 4.506
1.000 4.434
0.618 4.389
HIGH 4.317
0.618 4.272
0.500 4.259
0.382 4.245
LOW 4.200
0.618 4.128
1.000 4.083
1.618 4.011
2.618 3.894
4.250 3.703
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 4.270 4.275
PP 4.264 4.274
S1 4.259 4.274

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

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