NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 4.289 4.164 -0.125 -2.9% 3.981
High 4.361 4.199 -0.162 -3.7% 4.273
Low 4.144 4.081 -0.063 -1.5% 3.942
Close 4.149 4.173 0.024 0.6% 4.257
Range 0.217 0.118 -0.099 -45.6% 0.331
ATR 0.105 0.106 0.001 0.9% 0.000
Volume 3,902 1,546 -2,356 -60.4% 7,737
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.505 4.457 4.238
R3 4.387 4.339 4.205
R2 4.269 4.269 4.195
R1 4.221 4.221 4.184 4.245
PP 4.151 4.151 4.151 4.163
S1 4.103 4.103 4.162 4.127
S2 4.033 4.033 4.151
S3 3.915 3.985 4.141
S4 3.797 3.867 4.108
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 5.150 5.035 4.439
R3 4.819 4.704 4.348
R2 4.488 4.488 4.318
R1 4.373 4.373 4.287 4.431
PP 4.157 4.157 4.157 4.186
S1 4.042 4.042 4.227 4.100
S2 3.826 3.826 4.196
S3 3.495 3.711 4.166
S4 3.164 3.380 4.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.361 4.016 0.345 8.3% 0.150 3.6% 46% False False 2,051
10 4.361 3.942 0.419 10.0% 0.123 2.9% 55% False False 1,597
20 4.414 3.942 0.472 11.3% 0.096 2.3% 49% False False 1,619
Crabel Price Patterns
NR True
NR4 True
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 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.701
2.618 4.508
1.618 4.390
1.000 4.317
0.618 4.272
HIGH 4.199
0.618 4.154
0.500 4.140
0.382 4.126
LOW 4.081
0.618 4.008
1.000 3.963
1.618 3.890
2.618 3.772
4.250 3.580
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 4.162 4.221
PP 4.151 4.205
S1 4.140 4.189

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

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