NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 4.219 4.300 0.081 1.9% 4.284
High 4.313 4.389 0.076 1.8% 4.407
Low 4.174 4.242 0.068 1.6% 4.019
Close 4.285 4.370 0.085 2.0% 4.180
Range 0.139 0.147 0.008 5.8% 0.388
ATR 0.128 0.130 0.001 1.0% 0.000
Volume 35,552 26,270 -9,282 -26.1% 122,204
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.775 4.719 4.451
R3 4.628 4.572 4.410
R2 4.481 4.481 4.397
R1 4.425 4.425 4.383 4.453
PP 4.334 4.334 4.334 4.348
S1 4.278 4.278 4.357 4.306
S2 4.187 4.187 4.343
S3 4.040 4.131 4.330
S4 3.893 3.984 4.289
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.366 5.161 4.393
R3 4.978 4.773 4.287
R2 4.590 4.590 4.251
R1 4.385 4.385 4.216 4.294
PP 4.202 4.202 4.202 4.156
S1 3.997 3.997 4.144 3.906
S2 3.814 3.814 4.109
S3 3.426 3.609 4.073
S4 3.038 3.221 3.967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.389 4.019 0.370 8.5% 0.121 2.8% 95% True False 28,162
10 4.407 3.953 0.454 10.4% 0.158 3.6% 92% False False 21,735
20 4.407 3.894 0.513 11.7% 0.130 3.0% 93% False False 16,920
40 4.641 3.894 0.747 17.1% 0.114 2.6% 64% False False 13,111
60 4.955 3.894 1.061 24.3% 0.110 2.5% 45% False False 10,161
80 5.434 3.894 1.540 35.2% 0.108 2.5% 31% False False 8,253
100 5.835 3.894 1.941 44.4% 0.111 2.5% 25% False False 7,017
120 5.861 3.894 1.967 45.0% 0.112 2.6% 24% False False 6,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.014
2.618 4.774
1.618 4.627
1.000 4.536
0.618 4.480
HIGH 4.389
0.618 4.333
0.500 4.316
0.382 4.298
LOW 4.242
0.618 4.151
1.000 4.095
1.618 4.004
2.618 3.857
4.250 3.617
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 4.352 4.329
PP 4.334 4.287
S1 4.316 4.246

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

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