NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 4.088 4.183 0.095 2.3% 3.981
High 4.208 4.273 0.065 1.5% 4.273
Low 4.016 4.136 0.120 3.0% 3.942
Close 4.183 4.257 0.074 1.8% 4.257
Range 0.192 0.137 -0.055 -28.6% 0.331
ATR 0.094 0.097 0.003 3.3% 0.000
Volume 1,387 1,295 -92 -6.6% 7,737
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.633 4.582 4.332
R3 4.496 4.445 4.295
R2 4.359 4.359 4.282
R1 4.308 4.308 4.270 4.334
PP 4.222 4.222 4.222 4.235
S1 4.171 4.171 4.244 4.197
S2 4.085 4.085 4.232
S3 3.948 4.034 4.219
S4 3.811 3.897 4.182
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.150 5.035 4.439
R3 4.819 4.704 4.348
R2 4.488 4.488 4.318
R1 4.373 4.373 4.287 4.431
PP 4.157 4.157 4.157 4.186
S1 4.042 4.042 4.227 4.100
S2 3.826 3.826 4.196
S3 3.495 3.711 4.166
S4 3.164 3.380 4.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.273 3.942 0.331 7.8% 0.123 2.9% 95% True False 1,547
10 4.273 3.942 0.331 7.8% 0.099 2.3% 95% True False 1,322
20 4.414 3.942 0.472 11.1% 0.086 2.0% 67% False False 1,487
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.855
2.618 4.632
1.618 4.495
1.000 4.410
0.618 4.358
HIGH 4.273
0.618 4.221
0.500 4.205
0.382 4.188
LOW 4.136
0.618 4.051
1.000 3.999
1.618 3.914
2.618 3.777
4.250 3.554
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 4.240 4.220
PP 4.222 4.182
S1 4.205 4.145

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

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