NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 3.999 4.093 0.094 2.4% 3.850
High 4.118 4.200 0.082 2.0% 4.200
Low 3.905 4.040 0.135 3.5% 3.848
Close 4.091 4.184 0.093 2.3% 4.184
Range 0.213 0.160 -0.053 -24.9% 0.352
ATR 0.101 0.105 0.004 4.1% 0.000
Volume 10,359 18,312 7,953 76.8% 59,855
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.621 4.563 4.272
R3 4.461 4.403 4.228
R2 4.301 4.301 4.213
R1 4.243 4.243 4.199 4.272
PP 4.141 4.141 4.141 4.156
S1 4.083 4.083 4.169 4.112
S2 3.981 3.981 4.155
S3 3.821 3.923 4.140
S4 3.661 3.763 4.096
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.133 5.011 4.378
R3 4.781 4.659 4.281
R2 4.429 4.429 4.249
R1 4.307 4.307 4.216 4.368
PP 4.077 4.077 4.077 4.108
S1 3.955 3.955 4.152 4.016
S2 3.725 3.725 4.119
S3 3.373 3.603 4.087
S4 3.021 3.251 3.990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.200 3.848 0.352 8.4% 0.137 3.3% 95% True False 11,971
10 4.200 3.848 0.352 8.4% 0.111 2.7% 95% True False 10,647
20 4.315 3.848 0.467 11.2% 0.097 2.3% 72% False False 10,388
40 4.530 3.848 0.682 16.3% 0.095 2.3% 49% False False 8,873
60 4.930 3.848 1.082 25.9% 0.091 2.2% 31% False False 7,694
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.880
2.618 4.619
1.618 4.459
1.000 4.360
0.618 4.299
HIGH 4.200
0.618 4.139
0.500 4.120
0.382 4.101
LOW 4.040
0.618 3.941
1.000 3.880
1.618 3.781
2.618 3.621
4.250 3.360
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 4.163 4.140
PP 4.141 4.096
S1 4.120 4.053

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

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