NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 4.188 4.197 0.009 0.2% 4.315
High 4.221 4.228 0.007 0.2% 4.342
Low 4.161 4.177 0.016 0.4% 4.198
Close 4.187 4.201 0.014 0.3% 4.210
Range 0.060 0.051 -0.009 -15.0% 0.144
ATR 0.080 0.078 -0.002 -2.6% 0.000
Volume 1,064 763 -301 -28.3% 8,002
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.355 4.329 4.229
R3 4.304 4.278 4.215
R2 4.253 4.253 4.210
R1 4.227 4.227 4.206 4.240
PP 4.202 4.202 4.202 4.209
S1 4.176 4.176 4.196 4.189
S2 4.151 4.151 4.192
S3 4.100 4.125 4.187
S4 4.049 4.074 4.173
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.682 4.590 4.289
R3 4.538 4.446 4.250
R2 4.394 4.394 4.236
R1 4.302 4.302 4.223 4.276
PP 4.250 4.250 4.250 4.237
S1 4.158 4.158 4.197 4.132
S2 4.106 4.106 4.184
S3 3.962 4.014 4.170
S4 3.818 3.870 4.131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.310 4.161 0.149 3.5% 0.062 1.5% 27% False False 1,369
10 4.414 4.161 0.253 6.0% 0.068 1.6% 16% False False 1,576
20 4.474 4.161 0.313 7.5% 0.069 1.6% 13% False False 1,399
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.445
2.618 4.362
1.618 4.311
1.000 4.279
0.618 4.260
HIGH 4.228
0.618 4.209
0.500 4.203
0.382 4.196
LOW 4.177
0.618 4.145
1.000 4.126
1.618 4.094
2.618 4.043
4.250 3.960
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 4.203 4.199
PP 4.202 4.197
S1 4.202 4.195

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

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