NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 4.315 4.226 -0.089 -2.1% 4.300
High 4.315 4.254 -0.061 -1.4% 4.330
Low 4.195 4.208 0.013 0.3% 4.195
Close 4.255 4.234 -0.021 -0.5% 4.234
Range 0.120 0.046 -0.074 -61.7% 0.135
ATR 0.093 0.089 -0.003 -3.5% 0.000
Volume 1,802 2,974 1,172 65.0% 10,334
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.370 4.348 4.259
R3 4.324 4.302 4.247
R2 4.278 4.278 4.242
R1 4.256 4.256 4.238 4.267
PP 4.232 4.232 4.232 4.238
S1 4.210 4.210 4.230 4.221
S2 4.186 4.186 4.226
S3 4.140 4.164 4.221
S4 4.094 4.118 4.209
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.658 4.581 4.308
R3 4.523 4.446 4.271
R2 4.388 4.388 4.259
R1 4.311 4.311 4.246 4.282
PP 4.253 4.253 4.253 4.239
S1 4.176 4.176 4.222 4.147
S2 4.118 4.118 4.209
S3 3.983 4.041 4.197
S4 3.848 3.906 4.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.330 4.195 0.135 3.2% 0.073 1.7% 29% False False 2,066
10 4.432 4.195 0.237 5.6% 0.076 1.8% 16% False False 2,205
20 4.541 4.195 0.346 8.2% 0.082 1.9% 11% False False 2,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.450
2.618 4.374
1.618 4.328
1.000 4.300
0.618 4.282
HIGH 4.254
0.618 4.236
0.500 4.231
0.382 4.226
LOW 4.208
0.618 4.180
1.000 4.162
1.618 4.134
2.618 4.088
4.250 4.013
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 4.233 4.255
PP 4.232 4.248
S1 4.231 4.241

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

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