NYMEX Natural Gas Future May 2011


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 4.281 4.338 0.057 1.3% 4.300
High 4.341 4.338 -0.003 -0.1% 4.330
Low 4.281 4.206 -0.075 -1.8% 4.195
Close 4.339 4.217 -0.122 -2.8% 4.234
Range 0.060 0.132 0.072 120.0% 0.135
ATR 0.084 0.088 0.003 4.1% 0.000
Volume 1,945 3,524 1,579 81.2% 10,334
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.650 4.565 4.290
R3 4.518 4.433 4.253
R2 4.386 4.386 4.241
R1 4.301 4.301 4.229 4.278
PP 4.254 4.254 4.254 4.242
S1 4.169 4.169 4.205 4.146
S2 4.122 4.122 4.193
S3 3.990 4.037 4.181
S4 3.858 3.905 4.144
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 4.341 4.187 0.154 3.7% 0.070 1.7% 19% False False 3,143
10 4.401 4.187 0.214 5.1% 0.074 1.7% 14% False False 2,443
20 4.541 4.187 0.354 8.4% 0.081 1.9% 8% False False 2,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.899
2.618 4.684
1.618 4.552
1.000 4.470
0.618 4.420
HIGH 4.338
0.618 4.288
0.500 4.272
0.382 4.256
LOW 4.206
0.618 4.124
1.000 4.074
1.618 3.992
2.618 3.860
4.250 3.645
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 4.272 4.274
PP 4.254 4.255
S1 4.235 4.236

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

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