NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 05-Oct-2010

Day Change Summary
	Previous	Current
	04-Oct-2010	05-Oct-2010	Change	Change %	Previous Week
Open	4.285	4.311	0.026	0.6%	4.301
High	4.313	4.341	0.028	0.6%	4.382
Low	4.231	4.288	0.057	1.3%	4.256
Close	4.309	4.330	0.021	0.5%	4.299
Range	0.082	0.053	-0.029	-35.4%	0.126
ATR	0.094	0.091	-0.003	-3.1%	0.000
Volume	1,592	1,216	-376	-23.6%	6,087

Daily Pivots for day following 05-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.479	4.457	4.359
R3	4.426	4.404	4.345
R2	4.373	4.373	4.340
R1	4.351	4.351	4.335	4.362
PP	4.320	4.320	4.320	4.325
S1	4.298	4.298	4.325	4.309
S2	4.267	4.267	4.320
S3	4.214	4.245	4.315
S4	4.161	4.192	4.301

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.690	4.621	4.368
R3	4.564	4.495	4.334
R2	4.438	4.438	4.322
R1	4.369	4.369	4.311	4.341
PP	4.312	4.312	4.312	4.298
S1	4.243	4.243	4.287	4.215
S2	4.186	4.186	4.276
S3	4.060	4.117	4.264
S4	3.934	3.991	4.230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.362	4.231	0.131	3.0%	0.069	1.6%	76%	False	False	1,198
10	4.474	4.231	0.243	5.6%	0.071	1.6%	41%	False	False	1,242

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.566
2.618	4.480
1.618	4.427
1.000	4.394
0.618	4.374
HIGH	4.341
0.618	4.321
0.500	4.315
0.382	4.308
LOW	4.288
0.618	4.255
1.000	4.235
1.618	4.202
2.618	4.149
4.250	4.063

Fisher Pivots for day following 05-Oct-2010
Pivot	1 day	3 day
R1	4.325	4.315
PP	4.320	4.301
S1	4.315	4.286

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols