NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 4.394 4.374 -0.020 -0.5% 3.991
High 4.404 4.454 0.050 1.1% 4.291
Low 4.266 4.305 0.039 0.9% 3.890
Close 4.376 4.353 -0.023 -0.5% 4.278
Range 0.138 0.149 0.011 8.0% 0.401
ATR 0.141 0.141 0.001 0.4% 0.000
Volume 25,244 21,035 -4,209 -16.7% 90,471
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.818 4.734 4.435
R3 4.669 4.585 4.394
R2 4.520 4.520 4.380
R1 4.436 4.436 4.367 4.404
PP 4.371 4.371 4.371 4.354
S1 4.287 4.287 4.339 4.255
S2 4.222 4.222 4.326
S3 4.073 4.138 4.312
S4 3.924 3.989 4.271
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 4.454 4.022 0.432 9.9% 0.153 3.5% 77% True False 22,333
10 4.454 3.890 0.564 13.0% 0.155 3.6% 82% True False 20,634
20 4.454 3.890 0.564 13.0% 0.156 3.6% 82% True False 21,420
40 4.454 3.854 0.600 13.8% 0.125 2.9% 83% True False 16,804
60 4.613 3.854 0.759 17.4% 0.119 2.7% 66% False False 14,233
80 5.183 3.854 1.329 30.5% 0.113 2.6% 38% False False 12,029
100 5.399 3.854 1.545 35.5% 0.111 2.5% 32% False False 10,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.087
2.618 4.844
1.618 4.695
1.000 4.603
0.618 4.546
HIGH 4.454
0.618 4.397
0.500 4.380
0.382 4.362
LOW 4.305
0.618 4.213
1.000 4.156
1.618 4.064
2.618 3.915
4.250 3.672
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 4.380 4.355
PP 4.371 4.354
S1 4.362 4.354

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

View Archives - Comment on this page... - Back to Index of Symbols