NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 4.120 4.129 0.009 0.2% 4.256
High 4.150 4.157 0.007 0.2% 4.286
Low 4.115 4.105 -0.010 -0.2% 4.142
Close 4.130 4.130 0.000 0.0% 4.152
Range 0.035 0.052 0.017 48.6% 0.144
ATR 0.078 0.076 -0.002 -2.4% 0.000
Volume 3,208 3,028 -180 -5.6% 14,889
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.287 4.260 4.159
R3 4.235 4.208 4.144
R2 4.183 4.183 4.140
R1 4.156 4.156 4.135 4.170
PP 4.131 4.131 4.131 4.137
S1 4.104 4.104 4.125 4.118
S2 4.079 4.079 4.120
S3 4.027 4.052 4.116
S4 3.975 4.000 4.101
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 4.284 4.105 0.179 4.3% 0.063 1.5% 14% False True 3,239
10 4.341 4.105 0.236 5.7% 0.068 1.6% 11% False True 2,996
20 4.432 4.105 0.327 7.9% 0.067 1.6% 8% False True 2,674
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.378
2.618 4.293
1.618 4.241
1.000 4.209
0.618 4.189
HIGH 4.157
0.618 4.137
0.500 4.131
0.382 4.125
LOW 4.105
0.618 4.073
1.000 4.053
1.618 4.021
2.618 3.969
4.250 3.884
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 4.131 4.161
PP 4.131 4.151
S1 4.130 4.140

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

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