NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 4.262 4.215 -0.047 -1.1% 4.200
High 4.284 4.256 -0.028 -0.7% 4.341
Low 4.220 4.169 -0.051 -1.2% 4.187
Close 4.261 4.216 -0.045 -1.1% 4.268
Range 0.064 0.087 0.023 35.9% 0.154
ATR 0.081 0.082 0.001 1.0% 0.000
Volume 2,693 4,228 1,535 57.0% 16,113
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.475 4.432 4.264
R3 4.388 4.345 4.240
R2 4.301 4.301 4.232
R1 4.258 4.258 4.224 4.280
PP 4.214 4.214 4.214 4.224
S1 4.171 4.171 4.208 4.193
S2 4.127 4.127 4.200
S3 4.040 4.084 4.192
S4 3.953 3.997 4.168
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 4.286 4.169 0.117 2.8% 0.065 1.5% 40% False True 3,043
10 4.341 4.169 0.172 4.1% 0.068 1.6% 27% False True 3,093
20 4.490 4.169 0.321 7.6% 0.074 1.7% 15% False True 2,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.626
2.618 4.484
1.618 4.397
1.000 4.343
0.618 4.310
HIGH 4.256
0.618 4.223
0.500 4.213
0.382 4.202
LOW 4.169
0.618 4.115
1.000 4.082
1.618 4.028
2.618 3.941
4.250 3.799
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 4.215 4.227
PP 4.214 4.223
S1 4.213 4.220

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

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