NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 4.238 4.261 0.023 0.5% 4.400
High 4.305 4.267 -0.038 -0.9% 4.435
Low 4.230 4.200 -0.030 -0.7% 4.272
Close 4.260 4.257 -0.003 -0.1% 4.316
Range 0.075 0.067 -0.008 -10.7% 0.163
ATR 0.100 0.097 -0.002 -2.3% 0.000
Volume 9,710 6,300 -3,410 -35.1% 33,623
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.442 4.417 4.294
R3 4.375 4.350 4.275
R2 4.308 4.308 4.269
R1 4.283 4.283 4.263 4.262
PP 4.241 4.241 4.241 4.231
S1 4.216 4.216 4.251 4.195
S2 4.174 4.174 4.245
S3 4.107 4.149 4.239
S4 4.040 4.082 4.220
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 4.200 0.235 5.5% 0.082 1.9% 24% False True 6,401
10 4.506 4.200 0.306 7.2% 0.100 2.4% 19% False True 7,451
20 4.530 4.200 0.330 7.8% 0.094 2.2% 17% False True 7,092
40 5.034 4.200 0.834 19.6% 0.090 2.1% 7% False True 6,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.552
2.618 4.442
1.618 4.375
1.000 4.334
0.618 4.308
HIGH 4.267
0.618 4.241
0.500 4.234
0.382 4.226
LOW 4.200
0.618 4.159
1.000 4.133
1.618 4.092
2.618 4.025
4.250 3.915
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 4.249 4.256
PP 4.241 4.254
S1 4.234 4.253

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

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