NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 4.187 4.088 -0.099 -2.4% 4.188
High 4.195 4.088 -0.107 -2.6% 4.228
Low 4.069 3.986 -0.083 -2.0% 3.986
Close 4.088 4.017 -0.071 -1.7% 4.017
Range 0.126 0.102 -0.024 -19.0% 0.242
ATR 0.082 0.083 0.001 1.8% 0.000
Volume 485 1,543 1,058 218.1% 5,490
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.336 4.279 4.073
R3 4.234 4.177 4.045
R2 4.132 4.132 4.036
R1 4.075 4.075 4.026 4.053
PP 4.030 4.030 4.030 4.019
S1 3.973 3.973 4.008 3.951
S2 3.928 3.928 3.998
S3 3.826 3.871 3.989
S4 3.724 3.769 3.961
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.803 4.652 4.150
R3 4.561 4.410 4.084
R2 4.319 4.319 4.061
R1 4.168 4.168 4.039 4.123
PP 4.077 4.077 4.077 4.054
S1 3.926 3.926 3.995 3.881
S2 3.835 3.835 3.973
S3 3.593 3.684 3.950
S4 3.351 3.442 3.884
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.228 3.986 0.242 6.0% 0.075 1.9% 13% False True 1,098
10 4.342 3.986 0.356 8.9% 0.071 1.8% 9% False True 1,349
20 4.414 3.986 0.428 10.7% 0.072 1.8% 7% False True 1,404
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.522
2.618 4.355
1.618 4.253
1.000 4.190
0.618 4.151
HIGH 4.088
0.618 4.049
0.500 4.037
0.382 4.025
LOW 3.986
0.618 3.923
1.000 3.884
1.618 3.821
2.618 3.719
4.250 3.553
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 4.037 4.107
PP 4.030 4.077
S1 4.024 4.047

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

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