NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 4.035 4.003 -0.032 -0.8% 4.155
High 4.074 4.166 0.092 2.3% 4.367
Low 3.957 3.963 0.006 0.2% 3.976
Close 3.981 4.160 0.179 4.5% 3.982
Range 0.117 0.203 0.086 73.5% 0.391
ATR 0.132 0.137 0.005 3.9% 0.000
Volume 19,706 12,372 -7,334 -37.2% 132,134
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.705 4.636 4.272
R3 4.502 4.433 4.216
R2 4.299 4.299 4.197
R1 4.230 4.230 4.179 4.265
PP 4.096 4.096 4.096 4.114
S1 4.027 4.027 4.141 4.062
S2 3.893 3.893 4.123
S3 3.690 3.824 4.104
S4 3.487 3.621 4.048
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 4.293 3.890 0.403 9.7% 0.157 3.8% 67% False False 18,934
10 4.367 3.890 0.477 11.5% 0.145 3.5% 57% False False 22,308
20 4.367 3.854 0.513 12.3% 0.149 3.6% 60% False False 18,606
40 4.515 3.854 0.661 15.9% 0.118 2.8% 46% False False 14,957
60 4.613 3.854 0.759 18.2% 0.115 2.8% 40% False False 12,924
80 5.327 3.854 1.473 35.4% 0.111 2.7% 21% False False 11,120
100 5.458 3.854 1.604 38.6% 0.110 2.6% 19% False False 9,751
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 0.036
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.029
2.618 4.697
1.618 4.494
1.000 4.369
0.618 4.291
HIGH 4.166
0.618 4.088
0.500 4.065
0.382 4.041
LOW 3.963
0.618 3.838
1.000 3.760
1.618 3.635
2.618 3.432
4.250 3.100
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 4.128 4.116
PP 4.096 4.072
S1 4.065 4.028

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

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