NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 4.210 4.120 -0.090 -2.1% 4.256
High 4.217 4.150 -0.067 -1.6% 4.286
Low 4.142 4.115 -0.027 -0.7% 4.142
Close 4.152 4.130 -0.022 -0.5% 4.152
Range 0.075 0.035 -0.040 -53.3% 0.144
ATR 0.081 0.078 -0.003 -3.9% 0.000
Volume 3,039 3,208 169 5.6% 14,889
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.237 4.218 4.149
R3 4.202 4.183 4.140
R2 4.167 4.167 4.136
R1 4.148 4.148 4.133 4.158
PP 4.132 4.132 4.132 4.136
S1 4.113 4.113 4.127 4.123
S2 4.097 4.097 4.124
S3 4.062 4.078 4.120
S4 4.027 4.043 4.111
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.625 4.533 4.231
R3 4.481 4.389 4.192
R2 4.337 4.337 4.178
R1 4.245 4.245 4.165 4.219
PP 4.193 4.193 4.193 4.181
S1 4.101 4.101 4.139 4.075
S2 4.049 4.049 4.126
S3 3.905 3.957 4.112
S4 3.761 3.813 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.284 4.115 0.169 4.1% 0.065 1.6% 9% False True 2,955
10 4.341 4.115 0.226 5.5% 0.068 1.7% 7% False True 3,112
20 4.432 4.115 0.317 7.7% 0.069 1.7% 5% False True 2,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.013
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 4.299
2.618 4.242
1.618 4.207
1.000 4.185
0.618 4.172
HIGH 4.150
0.618 4.137
0.500 4.133
0.382 4.128
LOW 4.115
0.618 4.093
1.000 4.080
1.618 4.058
2.618 4.023
4.250 3.966
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 4.133 4.186
PP 4.132 4.167
S1 4.131 4.149

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

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