NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 4.180 4.184 0.004 0.1% 4.320
High 4.219 4.184 -0.035 -0.8% 4.355
Low 4.156 4.021 -0.135 -3.2% 4.183
Close 4.181 4.056 -0.125 -3.0% 4.202
Range 0.063 0.163 0.100 158.7% 0.172
ATR 0.094 0.099 0.005 5.3% 0.000
Volume 9,864 7,818 -2,046 -20.7% 84,807
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.576 4.479 4.146
R3 4.413 4.316 4.101
R2 4.250 4.250 4.086
R1 4.153 4.153 4.071 4.120
PP 4.087 4.087 4.087 4.071
S1 3.990 3.990 4.041 3.957
S2 3.924 3.924 4.026
S3 3.761 3.827 4.011
S4 3.598 3.664 3.966
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 4.283 4.021 0.262 6.5% 0.088 2.2% 13% False True 11,125
10 4.355 4.021 0.334 8.2% 0.089 2.2% 10% False True 14,670
20 4.543 4.021 0.522 12.9% 0.093 2.3% 7% False True 12,042
40 4.678 4.021 0.657 16.2% 0.101 2.5% 5% False True 8,619
60 5.434 4.021 1.413 34.8% 0.101 2.5% 2% False True 6,737
80 5.570 4.021 1.549 38.2% 0.104 2.6% 2% False True 5,496
100 5.861 4.021 1.840 45.4% 0.107 2.6% 2% False True 4,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.611
1.618 4.448
1.000 4.347
0.618 4.285
HIGH 4.184
0.618 4.122
0.500 4.103
0.382 4.083
LOW 4.021
0.618 3.920
1.000 3.858
1.618 3.757
2.618 3.594
4.250 3.328
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 4.103 4.120
PP 4.087 4.099
S1 4.072 4.077

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

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