NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 4.491 4.487 -0.004 -0.1% 4.452
High 4.541 4.510 -0.031 -0.7% 4.519
Low 4.407 4.462 0.055 1.2% 4.365
Close 4.491 4.487 -0.004 -0.1% 4.497
Range 0.134 0.048 -0.086 -64.2% 0.154
ATR 0.091 0.088 -0.003 -3.4% 0.000
Volume 2,095 1,270 -825 -39.4% 7,560
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.630 4.607 4.513
R3 4.582 4.559 4.500
R2 4.534 4.534 4.496
R1 4.511 4.511 4.491 4.511
PP 4.486 4.486 4.486 4.487
S1 4.463 4.463 4.483 4.463
S2 4.438 4.438 4.478
S3 4.390 4.415 4.474
S4 4.342 4.367 4.461
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.922 4.864 4.582
R3 4.768 4.710 4.539
R2 4.614 4.614 4.525
R1 4.556 4.556 4.511 4.585
PP 4.460 4.460 4.460 4.475
S1 4.402 4.402 4.483 4.431
S2 4.306 4.306 4.469
S3 4.152 4.248 4.455
S4 3.998 4.094 4.412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.541 4.383 0.158 3.5% 0.073 1.6% 66% False False 1,588
10 4.541 4.365 0.176 3.9% 0.079 1.8% 69% False False 2,222
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 0.024
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.714
2.618 4.636
1.618 4.588
1.000 4.558
0.618 4.540
HIGH 4.510
0.618 4.492
0.500 4.486
0.382 4.480
LOW 4.462
0.618 4.432
1.000 4.414
1.618 4.384
2.618 4.336
4.250 4.258
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 4.487 4.483
PP 4.486 4.478
S1 4.486 4.474

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

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