NYMEX Natural Gas Future December 2010


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 4.061 4.049 -0.012 -0.3% 4.234
High 4.075 4.110 0.035 0.9% 4.236
Low 3.997 4.015 0.018 0.5% 4.040
Close 4.047 4.067 0.020 0.5% 4.077
Range 0.078 0.095 0.017 21.8% 0.196
ATR 0.120 0.118 -0.002 -1.5% 0.000
Volume 28,797 26,667 -2,130 -7.4% 151,038
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.349 4.303 4.119
R3 4.254 4.208 4.093
R2 4.159 4.159 4.084
R1 4.113 4.113 4.076 4.136
PP 4.064 4.064 4.064 4.076
S1 4.018 4.018 4.058 4.041
S2 3.969 3.969 4.050
S3 3.874 3.923 4.041
S4 3.779 3.828 4.015
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.706 4.587 4.185
R3 4.510 4.391 4.131
R2 4.314 4.314 4.113
R1 4.195 4.195 4.095 4.157
PP 4.118 4.118 4.118 4.098
S1 3.999 3.999 4.059 3.961
S2 3.922 3.922 4.041
S3 3.726 3.803 4.023
S4 3.530 3.607 3.969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.217 3.997 0.220 5.4% 0.097 2.4% 32% False False 28,204
10 4.450 3.997 0.453 11.1% 0.107 2.6% 15% False False 27,240
20 4.500 3.997 0.503 12.4% 0.120 2.9% 14% False False 25,636
40 4.896 3.997 0.899 22.1% 0.114 2.8% 8% False False 22,316
60 5.336 3.997 1.339 32.9% 0.118 2.9% 5% False False 19,539
80 5.762 3.997 1.765 43.4% 0.125 3.1% 4% False False 16,578
100 5.762 3.997 1.765 43.4% 0.128 3.1% 4% False False 14,670
120 5.762 3.997 1.765 43.4% 0.127 3.1% 4% False False 12,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.514
2.618 4.359
1.618 4.264
1.000 4.205
0.618 4.169
HIGH 4.110
0.618 4.074
0.500 4.063
0.382 4.051
LOW 4.015
0.618 3.956
1.000 3.920
1.618 3.861
2.618 3.766
4.250 3.611
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 4.066 4.065
PP 4.064 4.062
S1 4.063 4.060

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

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