NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 4.092 4.155 0.063 1.5% 4.233
High 4.150 4.264 0.114 2.7% 4.340
Low 4.071 4.144 0.073 1.8% 3.979
Close 4.147 4.252 0.105 2.5% 4.147
Range 0.079 0.120 0.041 51.9% 0.361
ATR 0.122 0.122 0.000 -0.1% 0.000
Volume 29,137 29,137 0 0.0% 111,043
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.580 4.536 4.318
R3 4.460 4.416 4.285
R2 4.340 4.340 4.274
R1 4.296 4.296 4.263 4.318
PP 4.220 4.220 4.220 4.231
S1 4.176 4.176 4.241 4.198
S2 4.100 4.100 4.230
S3 3.980 4.056 4.219
S4 3.860 3.936 4.186
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.238 5.054 4.346
R3 4.877 4.693 4.246
R2 4.516 4.516 4.213
R1 4.332 4.332 4.180 4.244
PP 4.155 4.155 4.155 4.111
S1 3.971 3.971 4.114 3.883
S2 3.794 3.794 4.081
S3 3.433 3.610 4.048
S4 3.072 3.249 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.264 3.979 0.285 6.7% 0.117 2.8% 96% True False 22,900
10 4.340 3.920 0.420 9.9% 0.145 3.4% 79% False False 19,090
20 4.340 3.854 0.486 11.4% 0.119 2.8% 82% False False 15,634
40 4.613 3.854 0.759 17.9% 0.111 2.6% 52% False False 13,027
60 4.911 3.854 1.057 24.9% 0.107 2.5% 38% False False 10,877
80 5.327 3.854 1.473 34.6% 0.104 2.4% 27% False False 9,507
100 5.709 3.854 1.855 43.6% 0.107 2.5% 21% False False 8,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.774
2.618 4.578
1.618 4.458
1.000 4.384
0.618 4.338
HIGH 4.264
0.618 4.218
0.500 4.204
0.382 4.190
LOW 4.144
0.618 4.070
1.000 4.024
1.618 3.950
2.618 3.830
4.250 3.634
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 4.236 4.209
PP 4.220 4.165
S1 4.204 4.122

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

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