NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 4.160 4.180 0.020 0.5% 4.320
High 4.206 4.219 0.013 0.3% 4.355
Low 4.140 4.156 0.016 0.4% 4.183
Close 4.170 4.181 0.011 0.3% 4.202
Range 0.066 0.063 -0.003 -4.5% 0.172
ATR 0.096 0.094 -0.002 -2.5% 0.000
Volume 9,773 9,864 91 0.9% 84,807
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.374 4.341 4.216
R3 4.311 4.278 4.198
R2 4.248 4.248 4.193
R1 4.215 4.215 4.187 4.232
PP 4.185 4.185 4.185 4.194
S1 4.152 4.152 4.175 4.169
S2 4.122 4.122 4.169
S3 4.059 4.089 4.164
S4 3.996 4.026 4.146
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 4.317 4.140 0.177 4.2% 0.079 1.9% 23% False False 12,395
10 4.415 4.140 0.275 6.6% 0.089 2.1% 15% False False 15,523
20 4.600 4.140 0.460 11.0% 0.090 2.2% 9% False False 11,857
40 4.678 4.140 0.538 12.9% 0.100 2.4% 8% False False 8,479
60 5.434 4.140 1.294 30.9% 0.101 2.4% 3% False False 6,622
80 5.570 4.140 1.430 34.2% 0.103 2.5% 3% False False 5,415
100 5.861 4.140 1.721 41.2% 0.107 2.6% 2% False False 4,738
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 True
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 4.487
2.618 4.384
1.618 4.321
1.000 4.282
0.618 4.258
HIGH 4.219
0.618 4.195
0.500 4.188
0.382 4.180
LOW 4.156
0.618 4.117
1.000 4.093
1.618 4.054
2.618 3.991
4.250 3.888
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 4.188 4.181
PP 4.185 4.180
S1 4.183 4.180

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

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