NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 4.261 4.275 0.014 0.3% 4.400
High 4.267 4.279 0.012 0.3% 4.435
Low 4.200 4.159 -0.041 -1.0% 4.272
Close 4.257 4.220 -0.037 -0.9% 4.316
Range 0.067 0.120 0.053 79.1% 0.163
ATR 0.097 0.099 0.002 1.7% 0.000
Volume 6,300 7,971 1,671 26.5% 33,623
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.579 4.520 4.286
R3 4.459 4.400 4.253
R2 4.339 4.339 4.242
R1 4.280 4.280 4.231 4.250
PP 4.219 4.219 4.219 4.204
S1 4.160 4.160 4.209 4.130
S2 4.099 4.099 4.198
S3 3.979 4.040 4.187
S4 3.859 3.920 4.154
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.830 4.736 4.406
R3 4.667 4.573 4.361
R2 4.504 4.504 4.346
R1 4.410 4.410 4.331 4.376
PP 4.341 4.341 4.341 4.324
S1 4.247 4.247 4.301 4.213
S2 4.178 4.178 4.286
S3 4.015 4.084 4.271
S4 3.852 3.921 4.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.385 4.159 0.226 5.4% 0.086 2.0% 27% False True 7,190
10 4.473 4.159 0.314 7.4% 0.094 2.2% 19% False True 7,633
20 4.530 4.159 0.371 8.8% 0.095 2.3% 16% False True 7,158
40 5.034 4.159 0.875 20.7% 0.091 2.2% 7% False True 6,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.789
2.618 4.593
1.618 4.473
1.000 4.399
0.618 4.353
HIGH 4.279
0.618 4.233
0.500 4.219
0.382 4.205
LOW 4.159
0.618 4.085
1.000 4.039
1.618 3.965
2.618 3.845
4.250 3.649
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 4.220 4.232
PP 4.219 4.228
S1 4.219 4.224

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

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