NYMEX Natural Gas Future March 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 4.330 4.250 -0.080 -1.8% 4.233
High 4.367 4.293 -0.074 -1.7% 4.340
Low 4.191 4.104 -0.087 -2.1% 3.979
Close 4.219 4.107 -0.112 -2.7% 4.147
Range 0.176 0.189 0.013 7.4% 0.361
ATR 0.127 0.132 0.004 3.5% 0.000
Volume 27,826 24,581 -3,245 -11.7% 111,043
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.735 4.610 4.211
R3 4.546 4.421 4.159
R2 4.357 4.357 4.142
R1 4.232 4.232 4.124 4.200
PP 4.168 4.168 4.168 4.152
S1 4.043 4.043 4.090 4.011
S2 3.979 3.979 4.072
S3 3.790 3.854 4.055
S4 3.601 3.665 4.003
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.238 5.054 4.346
R3 4.877 4.693 4.246
R2 4.516 4.516 4.213
R1 4.332 4.332 4.180 4.244
PP 4.155 4.155 4.155 4.111
S1 3.971 3.971 4.114 3.883
S2 3.794 3.794 4.081
S3 3.433 3.610 4.048
S4 3.072 3.249 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.367 4.071 0.296 7.2% 0.142 3.5% 12% False False 27,612
10 4.367 3.979 0.388 9.4% 0.154 3.8% 33% False False 23,582
20 4.367 3.854 0.513 12.5% 0.132 3.2% 49% False False 17,238
40 4.555 3.854 0.701 17.1% 0.114 2.8% 36% False False 14,229
60 4.850 3.854 0.996 24.3% 0.111 2.7% 25% False False 12,032
80 5.327 3.854 1.473 35.9% 0.107 2.6% 17% False False 10,400
100 5.582 3.854 1.728 42.1% 0.108 2.6% 15% False False 9,203
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 5.096
2.618 4.788
1.618 4.599
1.000 4.482
0.618 4.410
HIGH 4.293
0.618 4.221
0.500 4.199
0.382 4.176
LOW 4.104
0.618 3.987
1.000 3.915
1.618 3.798
2.618 3.609
4.250 3.301
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 4.199 4.236
PP 4.168 4.193
S1 4.138 4.150

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

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