NYMEX Natural Gas Future May 2011


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 4.200 4.235 0.035 0.8% 4.300
High 4.245 4.278 0.033 0.8% 4.330
Low 4.187 4.223 0.036 0.9% 4.195
Close 4.242 4.264 0.022 0.5% 4.234
Range 0.058 0.055 -0.003 -5.2% 0.135
ATR 0.087 0.085 -0.002 -2.6% 0.000
Volume 3,086 4,189 1,103 35.7% 10,334
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.420 4.397 4.294
R3 4.365 4.342 4.279
R2 4.310 4.310 4.274
R1 4.287 4.287 4.269 4.299
PP 4.255 4.255 4.255 4.261
S1 4.232 4.232 4.259 4.244
S2 4.200 4.200 4.254
S3 4.145 4.177 4.249
S4 4.090 4.122 4.234
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.658 4.581 4.308
R3 4.523 4.446 4.271
R2 4.388 4.388 4.259
R1 4.311 4.311 4.246 4.282
PP 4.253 4.253 4.253 4.239
S1 4.176 4.176 4.222 4.147
S2 4.118 4.118 4.209
S3 3.983 4.041 4.197
S4 3.848 3.906 4.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.315 4.187 0.128 3.0% 0.069 1.6% 60% False False 2,643
10 4.432 4.187 0.245 5.7% 0.067 1.6% 31% False False 2,352
20 4.541 4.187 0.354 8.3% 0.078 1.8% 22% False False 2,158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.512
2.618 4.422
1.618 4.367
1.000 4.333
0.618 4.312
HIGH 4.278
0.618 4.257
0.500 4.251
0.382 4.244
LOW 4.223
0.618 4.189
1.000 4.168
1.618 4.134
2.618 4.079
4.250 3.989
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 4.260 4.254
PP 4.255 4.243
S1 4.251 4.233

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

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