NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 4.270 4.312 0.042 1.0% 4.396
High 4.315 4.338 0.023 0.5% 4.426
Low 4.181 4.256 0.075 1.8% 4.130
Close 4.307 4.325 0.018 0.4% 4.325
Range 0.134 0.082 -0.052 -38.8% 0.296
ATR 0.127 0.124 -0.003 -2.5% 0.000
Volume 8,116 9,226 1,110 13.7% 35,935
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.552 4.521 4.370
R3 4.470 4.439 4.348
R2 4.388 4.388 4.340
R1 4.357 4.357 4.333 4.373
PP 4.306 4.306 4.306 4.314
S1 4.275 4.275 4.317 4.291
S2 4.224 4.224 4.310
S3 4.142 4.193 4.302
S4 4.060 4.111 4.280
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.182 5.049 4.488
R3 4.886 4.753 4.406
R2 4.590 4.590 4.379
R1 4.457 4.457 4.352 4.376
PP 4.294 4.294 4.294 4.253
S1 4.161 4.161 4.298 4.080
S2 3.998 3.998 4.271
S3 3.702 3.865 4.244
S4 3.406 3.569 4.162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.426 4.130 0.296 6.8% 0.139 3.2% 66% False False 7,187
10 4.426 4.130 0.296 6.8% 0.126 2.9% 66% False False 6,340
20 4.426 3.919 0.507 11.7% 0.130 3.0% 80% False False 6,258
40 4.426 3.882 0.544 12.6% 0.115 2.6% 81% False False 4,626
60 4.541 3.882 0.659 15.2% 0.104 2.4% 67% False False 3,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.687
2.618 4.553
1.618 4.471
1.000 4.420
0.618 4.389
HIGH 4.338
0.618 4.307
0.500 4.297
0.382 4.287
LOW 4.256
0.618 4.205
1.000 4.174
1.618 4.123
2.618 4.041
4.250 3.908
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 4.316 4.300
PP 4.306 4.274
S1 4.297 4.249

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

View Archives - Comment on this page... - Back to Index of Symbols