NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 4.215 4.210 -0.005 -0.1% 4.256
High 4.256 4.217 -0.039 -0.9% 4.286
Low 4.169 4.142 -0.027 -0.6% 4.142
Close 4.216 4.152 -0.064 -1.5% 4.152
Range 0.087 0.075 -0.012 -13.8% 0.144
ATR 0.082 0.081 0.000 -0.6% 0.000
Volume 4,228 3,039 -1,189 -28.1% 14,889
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.395 4.349 4.193
R3 4.320 4.274 4.173
R2 4.245 4.245 4.166
R1 4.199 4.199 4.159 4.185
PP 4.170 4.170 4.170 4.163
S1 4.124 4.124 4.145 4.110
S2 4.095 4.095 4.138
S3 4.020 4.049 4.131
S4 3.945 3.974 4.111
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.625 4.533 4.231
R3 4.481 4.389 4.192
R2 4.337 4.337 4.178
R1 4.245 4.245 4.165 4.219
PP 4.193 4.193 4.193 4.181
S1 4.101 4.101 4.139 4.075
S2 4.049 4.049 4.126
S3 3.905 3.957 4.112
S4 3.761 3.813 4.073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.286 4.142 0.144 3.5% 0.069 1.7% 7% False True 2,977
10 4.341 4.142 0.199 4.8% 0.071 1.7% 5% False True 3,100
20 4.432 4.142 0.290 7.0% 0.073 1.8% 3% False True 2,652
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.536
2.618 4.413
1.618 4.338
1.000 4.292
0.618 4.263
HIGH 4.217
0.618 4.188
0.500 4.180
0.382 4.171
LOW 4.142
0.618 4.096
1.000 4.067
1.618 4.021
2.618 3.946
4.250 3.823
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 4.180 4.213
PP 4.170 4.193
S1 4.161 4.172

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

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