NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 4.296 4.283 -0.013 -0.3% 4.320
High 4.317 4.283 -0.034 -0.8% 4.355
Low 4.200 4.183 -0.017 -0.4% 4.183
Close 4.275 4.202 -0.073 -1.7% 4.202
Range 0.117 0.100 -0.017 -14.5% 0.172
ATR 0.102 0.102 0.000 -0.1% 0.000
Volume 14,168 16,682 2,514 17.7% 84,807
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.523 4.462 4.257
R3 4.423 4.362 4.230
R2 4.323 4.323 4.220
R1 4.262 4.262 4.211 4.243
PP 4.223 4.223 4.223 4.213
S1 4.162 4.162 4.193 4.143
S2 4.123 4.123 4.184
S3 4.023 4.062 4.175
S4 3.923 3.962 4.147
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.763 4.654 4.297
R3 4.591 4.482 4.249
R2 4.419 4.419 4.234
R1 4.310 4.310 4.218 4.279
PP 4.247 4.247 4.247 4.231
S1 4.138 4.138 4.186 4.107
S2 4.075 4.075 4.170
S3 3.903 3.966 4.155
S4 3.731 3.794 4.107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.355 4.183 0.172 4.1% 0.087 2.1% 11% False True 16,961
10 4.415 4.183 0.232 5.5% 0.095 2.3% 8% False True 16,576
20 4.600 4.183 0.417 9.9% 0.097 2.3% 5% False True 11,061
40 4.777 4.183 0.594 14.1% 0.100 2.4% 3% False True 7,904
60 5.434 4.183 1.251 29.8% 0.102 2.4% 2% False True 6,155
80 5.687 4.183 1.504 35.8% 0.104 2.5% 1% False True 5,075
100 5.861 4.183 1.678 39.9% 0.109 2.6% 1% False True 4,460
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.708
2.618 4.545
1.618 4.445
1.000 4.383
0.618 4.345
HIGH 4.283
0.618 4.245
0.500 4.233
0.382 4.221
LOW 4.183
0.618 4.121
1.000 4.083
1.618 4.021
2.618 3.921
4.250 3.758
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 4.233 4.265
PP 4.223 4.244
S1 4.212 4.223

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

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