NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 4.373 4.306 -0.067 -1.5% 4.284
High 4.406 4.329 -0.077 -1.7% 4.407
Low 4.224 4.129 -0.095 -2.2% 4.019
Close 4.251 4.131 -0.120 -2.8% 4.180
Range 0.182 0.200 0.018 9.9% 0.388
ATR 0.133 0.138 0.005 3.6% 0.000
Volume 24,267 25,543 1,276 5.3% 122,204
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.796 4.664 4.241
R3 4.596 4.464 4.186
R2 4.396 4.396 4.168
R1 4.264 4.264 4.149 4.230
PP 4.196 4.196 4.196 4.180
S1 4.064 4.064 4.113 4.030
S2 3.996 3.996 4.094
S3 3.796 3.864 4.076
S4 3.596 3.664 4.021
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 4.406 4.103 0.303 7.3% 0.150 3.6% 9% False False 29,436
10 4.407 4.019 0.388 9.4% 0.163 3.9% 29% False False 24,793
20 4.407 3.894 0.513 12.4% 0.139 3.4% 46% False False 17,709
40 4.629 3.894 0.735 17.8% 0.118 2.8% 32% False False 14,129
60 4.955 3.894 1.061 25.7% 0.114 2.8% 22% False False 10,923
80 5.434 3.894 1.540 37.3% 0.111 2.7% 15% False False 8,847
100 5.687 3.894 1.793 43.4% 0.111 2.7% 13% False False 7,472
120 5.861 3.894 1.967 47.6% 0.114 2.8% 12% False False 6,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.179
2.618 4.853
1.618 4.653
1.000 4.529
0.618 4.453
HIGH 4.329
0.618 4.253
0.500 4.229
0.382 4.205
LOW 4.129
0.618 4.005
1.000 3.929
1.618 3.805
2.618 3.605
4.250 3.279
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 4.229 4.268
PP 4.196 4.222
S1 4.164 4.177

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

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