NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 4.235 4.281 0.046 1.1% 4.300
High 4.278 4.341 0.063 1.5% 4.330
Low 4.223 4.281 0.058 1.4% 4.195
Close 4.264 4.339 0.075 1.8% 4.234
Range 0.055 0.060 0.005 9.1% 0.135
ATR 0.085 0.084 -0.001 -0.7% 0.000
Volume 4,189 1,945 -2,244 -53.6% 10,334
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.500 4.480 4.372
R3 4.440 4.420 4.356
R2 4.380 4.380 4.350
R1 4.360 4.360 4.345 4.370
PP 4.320 4.320 4.320 4.326
S1 4.300 4.300 4.334 4.310
S2 4.260 4.260 4.328
S3 4.200 4.240 4.323
S4 4.140 4.180 4.306
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 4.341 4.187 0.154 3.5% 0.068 1.6% 99% True False 2,799
10 4.432 4.187 0.245 5.6% 0.067 1.5% 62% False False 2,260
20 4.541 4.187 0.354 8.2% 0.078 1.8% 43% False False 2,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.596
2.618 4.498
1.618 4.438
1.000 4.401
0.618 4.378
HIGH 4.341
0.618 4.318
0.500 4.311
0.382 4.304
LOW 4.281
0.618 4.244
1.000 4.221
1.618 4.184
2.618 4.124
4.250 4.026
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 4.330 4.314
PP 4.320 4.289
S1 4.311 4.264

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

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