NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 4.256 4.269 0.013 0.3% 4.200
High 4.286 4.275 -0.011 -0.3% 4.341
Low 4.231 4.209 -0.022 -0.5% 4.187
Close 4.270 4.247 -0.023 -0.5% 4.268
Range 0.055 0.066 0.011 20.0% 0.154
ATR 0.083 0.082 -0.001 -1.5% 0.000
Volume 3,322 1,607 -1,715 -51.6% 16,113
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.442 4.410 4.283
R3 4.376 4.344 4.265
R2 4.310 4.310 4.259
R1 4.278 4.278 4.253 4.261
PP 4.244 4.244 4.244 4.235
S1 4.212 4.212 4.241 4.195
S2 4.178 4.178 4.235
S3 4.112 4.146 4.229
S4 4.046 4.080 4.211
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 4.206 0.135 3.2% 0.073 1.7% 30% False False 2,753
10 4.341 4.187 0.154 3.6% 0.071 1.7% 39% False False 2,698
20 4.531 4.187 0.344 8.1% 0.078 1.8% 17% False False 2,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.556
2.618 4.448
1.618 4.382
1.000 4.341
0.618 4.316
HIGH 4.275
0.618 4.250
0.500 4.242
0.382 4.234
LOW 4.209
0.618 4.168
1.000 4.143
1.618 4.102
2.618 4.036
4.250 3.929
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 4.245 4.248
PP 4.244 4.247
S1 4.242 4.247

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

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