NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 4.250 4.100 -0.150 -3.5% 4.155
High 4.293 4.109 -0.184 -4.3% 4.367
Low 4.104 3.976 -0.128 -3.1% 3.976
Close 4.107 3.982 -0.125 -3.0% 3.982
Range 0.189 0.133 -0.056 -29.6% 0.391
ATR 0.132 0.132 0.000 0.1% 0.000
Volume 24,581 23,208 -1,373 -5.6% 132,134
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.421 4.335 4.055
R3 4.288 4.202 4.019
R2 4.155 4.155 4.006
R1 4.069 4.069 3.994 4.046
PP 4.022 4.022 4.022 4.011
S1 3.936 3.936 3.970 3.913
S2 3.889 3.889 3.958
S3 3.756 3.803 3.945
S4 3.623 3.670 3.909
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.281 5.023 4.197
R3 4.890 4.632 4.090
R2 4.499 4.499 4.054
R1 4.241 4.241 4.018 4.175
PP 4.108 4.108 4.108 4.075
S1 3.850 3.850 3.946 3.784
S2 3.717 3.717 3.910
S3 3.326 3.459 3.874
S4 2.935 3.068 3.767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.367 3.976 0.391 9.8% 0.153 3.8% 2% False True 26,426
10 4.367 3.976 0.391 9.8% 0.151 3.8% 2% False True 24,317
20 4.367 3.854 0.513 12.9% 0.134 3.4% 25% False False 17,736
40 4.515 3.854 0.661 16.6% 0.115 2.9% 19% False False 14,414
60 4.730 3.854 0.876 22.0% 0.110 2.8% 15% False False 12,374
80 5.327 3.854 1.473 37.0% 0.108 2.7% 9% False False 10,655
100 5.582 3.854 1.728 43.4% 0.108 2.7% 7% False False 9,373
Crabel Price Patterns
NR True
NR4 True
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 0.043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.674
2.618 4.457
1.618 4.324
1.000 4.242
0.618 4.191
HIGH 4.109
0.618 4.058
0.500 4.043
0.382 4.027
LOW 3.976
0.618 3.894
1.000 3.843
1.618 3.761
2.618 3.628
4.250 3.411
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 4.043 4.172
PP 4.022 4.108
S1 4.002 4.045

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

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