NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 4.003 4.133 0.130 3.2% 4.155
High 4.166 4.190 0.024 0.6% 4.367
Low 3.963 4.022 0.059 1.5% 3.976
Close 4.160 4.161 0.001 0.0% 3.982
Range 0.203 0.168 -0.035 -17.2% 0.391
ATR 0.137 0.139 0.002 1.6% 0.000
Volume 12,372 23,138 10,766 87.0% 132,134
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.628 4.563 4.253
R3 4.460 4.395 4.207
R2 4.292 4.292 4.192
R1 4.227 4.227 4.176 4.260
PP 4.124 4.124 4.124 4.141
S1 4.059 4.059 4.146 4.092
S2 3.956 3.956 4.130
S3 3.788 3.891 4.115
S4 3.620 3.723 4.069
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 4.190 3.890 0.300 7.2% 0.153 3.7% 90% True False 18,646
10 4.367 3.890 0.477 11.5% 0.148 3.6% 57% False False 23,129
20 4.367 3.854 0.513 12.3% 0.150 3.6% 60% False False 19,312
40 4.470 3.854 0.616 14.8% 0.119 2.9% 50% False False 15,388
60 4.613 3.854 0.759 18.2% 0.116 2.8% 40% False False 13,207
80 5.327 3.854 1.473 35.4% 0.111 2.7% 21% False False 11,375
100 5.458 3.854 1.604 38.5% 0.110 2.7% 19% False False 9,944
Crabel Price Patterns
NR True
NR4 False
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.904
2.618 4.630
1.618 4.462
1.000 4.358
0.618 4.294
HIGH 4.190
0.618 4.126
0.500 4.106
0.382 4.086
LOW 4.022
0.618 3.918
1.000 3.854
1.618 3.750
2.618 3.582
4.250 3.308
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 4.143 4.132
PP 4.124 4.103
S1 4.106 4.074

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

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