NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 4.103 4.114 0.011 0.3% 4.255
High 4.145 4.188 0.043 1.0% 4.402
Low 3.998 4.096 0.098 2.5% 3.998
Close 4.109 4.176 0.067 1.6% 4.176
Range 0.147 0.092 -0.055 -37.4% 0.404
ATR 0.139 0.136 -0.003 -2.4% 0.000
Volume 29,293 60,928 31,635 108.0% 243,608
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.429 4.395 4.227
R3 4.337 4.303 4.201
R2 4.245 4.245 4.193
R1 4.211 4.211 4.184 4.228
PP 4.153 4.153 4.153 4.162
S1 4.119 4.119 4.168 4.136
S2 4.061 4.061 4.159
S3 3.969 4.027 4.151
S4 3.877 3.935 4.125
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.404 5.194 4.398
R3 5.000 4.790 4.287
R2 4.596 4.596 4.250
R1 4.386 4.386 4.213 4.289
PP 4.192 4.192 4.192 4.144
S1 3.982 3.982 4.139 3.885
S2 3.788 3.788 4.102
S3 3.384 3.578 4.065
S4 2.980 3.174 3.954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.402 3.998 0.404 9.7% 0.167 4.0% 44% False False 48,721
10 4.402 3.868 0.534 12.8% 0.164 3.9% 58% False False 41,620
20 4.402 3.868 0.534 12.8% 0.130 3.1% 58% False False 46,227
40 4.681 3.868 0.813 19.5% 0.124 3.0% 38% False False 36,335
60 5.010 3.868 1.142 27.3% 0.118 2.8% 27% False False 30,128
80 5.468 3.868 1.600 38.3% 0.117 2.8% 19% False False 26,850
100 5.949 3.868 2.081 49.8% 0.122 2.9% 15% False False 24,102
120 5.949 3.868 2.081 49.8% 0.124 3.0% 15% False False 22,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.061
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.579
2.618 4.429
1.618 4.337
1.000 4.280
0.618 4.245
HIGH 4.188
0.618 4.153
0.500 4.142
0.382 4.131
LOW 4.096
0.618 4.039
1.000 4.004
1.618 3.947
2.618 3.855
4.250 3.705
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 4.165 4.148
PP 4.153 4.121
S1 4.142 4.093

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

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