NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 4.133 4.182 0.049 1.2% 3.991
High 4.190 4.291 0.101 2.4% 4.291
Low 4.022 4.124 0.102 2.5% 3.890
Close 4.161 4.278 0.117 2.8% 4.278
Range 0.168 0.167 -0.001 -0.6% 0.401
ATR 0.139 0.141 0.002 1.4% 0.000
Volume 23,138 20,448 -2,690 -11.6% 90,471
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.732 4.672 4.370
R3 4.565 4.505 4.324
R2 4.398 4.398 4.309
R1 4.338 4.338 4.293 4.368
PP 4.231 4.231 4.231 4.246
S1 4.171 4.171 4.263 4.201
S2 4.064 4.064 4.247
S3 3.897 4.004 4.232
S4 3.730 3.837 4.186
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.356 5.218 4.499
R3 4.955 4.817 4.388
R2 4.554 4.554 4.352
R1 4.416 4.416 4.315 4.485
PP 4.153 4.153 4.153 4.188
S1 4.015 4.015 4.241 4.084
S2 3.752 3.752 4.204
S3 3.351 3.614 4.168
S4 2.950 3.213 4.057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.291 3.890 0.401 9.4% 0.160 3.7% 97% True False 18,094
10 4.367 3.890 0.477 11.2% 0.157 3.7% 81% False False 22,260
20 4.367 3.854 0.513 12.0% 0.152 3.5% 83% False False 19,714
40 4.367 3.854 0.513 12.0% 0.121 2.8% 83% False False 15,714
60 4.613 3.854 0.759 17.7% 0.117 2.7% 56% False False 13,449
80 5.327 3.854 1.473 34.4% 0.112 2.6% 29% False False 11,465
100 5.458 3.854 1.604 37.5% 0.111 2.6% 26% False False 10,090
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.001
2.618 4.728
1.618 4.561
1.000 4.458
0.618 4.394
HIGH 4.291
0.618 4.227
0.500 4.208
0.382 4.188
LOW 4.124
0.618 4.021
1.000 3.957
1.618 3.854
2.618 3.687
4.250 3.414
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 4.255 4.228
PP 4.231 4.177
S1 4.208 4.127

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

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