NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 4.353 4.359 0.006 0.1% 4.497
High 4.407 4.407 0.000 0.0% 4.541
Low 4.330 4.348 0.018 0.4% 4.350
Close 4.338 4.359 0.021 0.5% 4.442
Range 0.077 0.059 -0.018 -23.4% 0.191
ATR 0.097 0.095 -0.002 -2.1% 0.000
Volume 2,564 2,858 294 11.5% 8,560
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.548 4.513 4.391
R3 4.489 4.454 4.375
R2 4.430 4.430 4.370
R1 4.395 4.395 4.364 4.389
PP 4.371 4.371 4.371 4.368
S1 4.336 4.336 4.354 4.330
S2 4.312 4.312 4.348
S3 4.253 4.277 4.343
S4 4.194 4.218 4.327
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.017 4.921 4.547
R3 4.826 4.730 4.495
R2 4.635 4.635 4.477
R1 4.539 4.539 4.460 4.492
PP 4.444 4.444 4.444 4.421
S1 4.348 4.348 4.424 4.301
S2 4.253 4.253 4.407
S3 4.062 4.157 4.389
S4 3.871 3.966 4.337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.531 4.299 0.232 5.3% 0.106 2.4% 26% False False 2,483
10 4.541 4.299 0.242 5.6% 0.090 2.1% 25% False False 2,035
20 4.541 4.299 0.242 5.6% 0.089 2.0% 25% False False 2,294
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.658
2.618 4.561
1.618 4.502
1.000 4.466
0.618 4.443
HIGH 4.407
0.618 4.384
0.500 4.378
0.382 4.371
LOW 4.348
0.618 4.312
1.000 4.289
1.618 4.253
2.618 4.194
4.250 4.097
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 4.378 4.362
PP 4.371 4.361
S1 4.365 4.360

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

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