NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 4.298 4.238 -0.060 -1.4% 4.400
High 4.298 4.305 0.007 0.2% 4.435
Low 4.212 4.230 0.018 0.4% 4.272
Close 4.219 4.260 0.041 1.0% 4.316
Range 0.086 0.075 -0.011 -12.8% 0.163
ATR 0.101 0.100 -0.001 -1.0% 0.000
Volume 4,705 9,710 5,005 106.4% 33,623
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.490 4.450 4.301
R3 4.415 4.375 4.281
R2 4.340 4.340 4.274
R1 4.300 4.300 4.267 4.320
PP 4.265 4.265 4.265 4.275
S1 4.225 4.225 4.253 4.245
S2 4.190 4.190 4.246
S3 4.115 4.150 4.239
S4 4.040 4.075 4.219
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.830 4.736 4.406
R3 4.667 4.573 4.361
R2 4.504 4.504 4.346
R1 4.410 4.410 4.331 4.376
PP 4.341 4.341 4.341 4.324
S1 4.247 4.247 4.301 4.213
S2 4.178 4.178 4.286
S3 4.015 4.084 4.271
S4 3.852 3.921 4.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.435 4.212 0.223 5.2% 0.083 1.9% 22% False False 6,832
10 4.506 4.212 0.294 6.9% 0.099 2.3% 16% False False 7,541
20 4.530 4.212 0.318 7.5% 0.095 2.2% 15% False False 7,158
40 5.037 4.212 0.825 19.4% 0.091 2.1% 6% False False 6,083
Crabel Price Patterns
NR True
NR4 True
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 0.014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.624
2.618 4.501
1.618 4.426
1.000 4.380
0.618 4.351
HIGH 4.305
0.618 4.276
0.500 4.268
0.382 4.259
LOW 4.230
0.618 4.184
1.000 4.155
1.618 4.109
2.618 4.034
4.250 3.911
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 4.268 4.299
PP 4.265 4.286
S1 4.263 4.273

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

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