NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 4.177 4.190 0.013 0.3% 3.960
High 4.226 4.332 0.106 2.5% 4.332
Low 4.035 4.148 0.113 2.8% 3.853
Close 4.183 4.324 0.141 3.4% 4.324
Range 0.191 0.184 -0.007 -3.7% 0.479
ATR 0.158 0.160 0.002 1.2% 0.000
Volume 73,914 91,751 17,837 24.1% 408,009
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.820 4.756 4.425
R3 4.636 4.572 4.375
R2 4.452 4.452 4.358
R1 4.388 4.388 4.341 4.420
PP 4.268 4.268 4.268 4.284
S1 4.204 4.204 4.307 4.236
S2 4.084 4.084 4.290
S3 3.900 4.020 4.273
S4 3.716 3.836 4.223
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.607 5.444 4.587
R3 5.128 4.965 4.456
R2 4.649 4.649 4.412
R1 4.486 4.486 4.368 4.568
PP 4.170 4.170 4.170 4.210
S1 4.007 4.007 4.280 4.089
S2 3.691 3.691 4.236
S3 3.212 3.528 4.192
S4 2.733 3.049 4.061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.332 3.853 0.479 11.1% 0.184 4.3% 98% True False 81,601
10 4.411 3.853 0.558 12.9% 0.180 4.2% 84% False False 82,144
20 4.411 3.853 0.558 12.9% 0.172 4.0% 84% False False 61,882
40 4.443 3.853 0.590 13.6% 0.137 3.2% 80% False False 51,223
60 4.681 3.853 0.828 19.1% 0.132 3.1% 57% False False 41,558
80 5.468 3.853 1.615 37.3% 0.127 2.9% 29% False False 35,334
100 5.611 3.853 1.758 40.7% 0.126 2.9% 27% False False 31,200
120 5.949 3.853 2.096 48.5% 0.128 3.0% 22% False False 28,104
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 0.045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.114
2.618 4.814
1.618 4.630
1.000 4.516
0.618 4.446
HIGH 4.332
0.618 4.262
0.500 4.240
0.382 4.218
LOW 4.148
0.618 4.034
1.000 3.964
1.618 3.850
2.618 3.666
4.250 3.366
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 4.296 4.267
PP 4.268 4.211
S1 4.240 4.154

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

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