NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 4.088 4.207 0.119 2.9% 4.234
High 4.197 4.207 0.010 0.2% 4.236
Low 4.072 3.982 -0.090 -2.2% 4.040
Close 4.187 3.993 -0.194 -4.6% 4.077
Range 0.125 0.225 0.100 80.0% 0.196
ATR 0.119 0.126 0.008 6.4% 0.000
Volume 41,979 81,009 39,030 93.0% 151,038
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.736 4.589 4.117
R3 4.511 4.364 4.055
R2 4.286 4.286 4.034
R1 4.139 4.139 4.014 4.100
PP 4.061 4.061 4.061 4.041
S1 3.914 3.914 3.972 3.875
S2 3.836 3.836 3.952
S3 3.611 3.689 3.931
S4 3.386 3.464 3.869
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 4.207 3.982 0.225 5.6% 0.117 2.9% 5% True True 41,369
10 4.393 3.982 0.411 10.3% 0.118 3.0% 3% False True 35,079
20 4.500 3.982 0.518 13.0% 0.127 3.2% 2% False True 29,098
40 4.896 3.982 0.914 22.9% 0.118 3.0% 1% False True 24,140
60 5.336 3.982 1.354 33.9% 0.120 3.0% 1% False True 21,239
80 5.762 3.982 1.780 44.6% 0.127 3.2% 1% False True 17,947
100 5.762 3.982 1.780 44.6% 0.129 3.2% 1% False True 15,717
120 5.762 3.982 1.780 44.6% 0.128 3.2% 1% False True 13,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.163
2.618 4.796
1.618 4.571
1.000 4.432
0.618 4.346
HIGH 4.207
0.618 4.121
0.500 4.095
0.382 4.068
LOW 3.982
0.618 3.843
1.000 3.757
1.618 3.618
2.618 3.393
4.250 3.026
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 4.095 4.095
PP 4.061 4.061
S1 4.027 4.027

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

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