NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 4.338 4.228 -0.110 -2.5% 4.200
High 4.338 4.275 -0.063 -1.5% 4.341
Low 4.206 4.221 0.015 0.4% 4.187
Close 4.217 4.268 0.051 1.2% 4.268
Range 0.132 0.054 -0.078 -59.1% 0.154
ATR 0.088 0.086 -0.002 -2.4% 0.000
Volume 3,524 3,369 -155 -4.4% 16,113
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.417 4.396 4.298
R3 4.363 4.342 4.283
R2 4.309 4.309 4.278
R1 4.288 4.288 4.273 4.299
PP 4.255 4.255 4.255 4.260
S1 4.234 4.234 4.263 4.245
S2 4.201 4.201 4.258
S3 4.147 4.180 4.253
S4 4.093 4.126 4.238
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.727 4.652 4.353
R3 4.573 4.498 4.310
R2 4.419 4.419 4.296
R1 4.344 4.344 4.282 4.382
PP 4.265 4.265 4.265 4.284
S1 4.190 4.190 4.254 4.228
S2 4.111 4.111 4.240
S3 3.957 4.036 4.226
S4 3.803 3.882 4.183
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 3.6% 0.072 1.7% 53% False False 3,222
10 4.341 4.187 0.154 3.6% 0.072 1.7% 53% False False 2,644
20 4.541 4.187 0.354 8.3% 0.082 1.9% 23% False False 2,336
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.505
2.618 4.416
1.618 4.362
1.000 4.329
0.618 4.308
HIGH 4.275
0.618 4.254
0.500 4.248
0.382 4.242
LOW 4.221
0.618 4.188
1.000 4.167
1.618 4.134
2.618 4.080
4.250 3.992
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 4.261 4.274
PP 4.255 4.272
S1 4.248 4.270

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

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