NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 3.999 4.062 0.063 1.6% 3.834
High 4.144 4.106 -0.038 -0.9% 4.144
Low 3.852 3.988 0.136 3.5% 3.800
Close 4.062 4.024 -0.038 -0.9% 4.024
Range 0.292 0.118 -0.174 -59.6% 0.344
ATR 0.166 0.162 -0.003 -2.1% 0.000
Volume 201,579 95,782 -105,797 -52.5% 655,997
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.393 4.327 4.089
R3 4.275 4.209 4.056
R2 4.157 4.157 4.046
R1 4.091 4.091 4.035 4.065
PP 4.039 4.039 4.039 4.027
S1 3.973 3.973 4.013 3.947
S2 3.921 3.921 4.002
S3 3.803 3.855 3.992
S4 3.685 3.737 3.959
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.021 4.867 4.213
R3 4.677 4.523 4.119
R2 4.333 4.333 4.087
R1 4.179 4.179 4.056 4.256
PP 3.989 3.989 3.989 4.028
S1 3.835 3.835 3.992 3.912
S2 3.645 3.645 3.961
S3 3.301 3.491 3.929
S4 2.957 3.147 3.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.144 3.800 0.344 8.5% 0.178 4.4% 65% False False 131,199
10 4.144 3.703 0.441 11.0% 0.167 4.1% 73% False False 113,206
20 4.209 3.693 0.516 12.8% 0.154 3.8% 64% False False 97,071
40 5.010 3.693 1.317 32.7% 0.157 3.9% 25% False False 78,520
60 5.028 3.693 1.335 33.2% 0.163 4.0% 25% False False 62,542
80 5.345 3.693 1.652 41.1% 0.171 4.2% 20% False False 53,765
100 5.345 3.693 1.652 41.1% 0.168 4.2% 20% False False 46,716
120 5.345 3.693 1.652 41.1% 0.169 4.2% 20% False False 41,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.608
2.618 4.415
1.618 4.297
1.000 4.224
0.618 4.179
HIGH 4.106
0.618 4.061
0.500 4.047
0.382 4.033
LOW 3.988
0.618 3.915
1.000 3.870
1.618 3.797
2.618 3.679
4.250 3.487
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 4.047 4.015
PP 4.039 4.007
S1 4.032 3.998

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

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