NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
24-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 4.374 4.400 0.026 0.6% 4.300
High 4.454 4.415 -0.039 -0.9% 4.454
Low 4.305 4.327 0.022 0.5% 4.255
Close 4.353 4.374 0.021 0.5% 4.374
Range 0.149 0.088 -0.061 -40.9% 0.199
ATR 0.141 0.138 -0.004 -2.7% 0.000
Volume 21,035 23,710 2,675 12.7% 91,793
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.636 4.593 4.422
R3 4.548 4.505 4.398
R2 4.460 4.460 4.390
R1 4.417 4.417 4.382 4.395
PP 4.372 4.372 4.372 4.361
S1 4.329 4.329 4.366 4.307
S2 4.284 4.284 4.358
S3 4.196 4.241 4.350
S4 4.108 4.153 4.326
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.958 4.865 4.483
R3 4.759 4.666 4.429
R2 4.560 4.560 4.410
R1 4.467 4.467 4.392 4.514
PP 4.361 4.361 4.361 4.384
S1 4.268 4.268 4.356 4.315
S2 4.162 4.162 4.338
S3 3.963 4.069 4.319
S4 3.764 3.870 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.454 4.124 0.330 7.5% 0.137 3.1% 76% False False 22,448
10 4.454 3.890 0.564 12.9% 0.145 3.3% 86% False False 20,547
20 4.454 3.890 0.564 12.9% 0.150 3.4% 86% False False 22,064
40 4.454 3.854 0.600 13.7% 0.124 2.8% 87% False False 17,215
60 4.613 3.854 0.759 17.4% 0.119 2.7% 69% False False 14,491
80 5.183 3.854 1.329 30.4% 0.113 2.6% 39% False False 12,243
100 5.327 3.854 1.473 33.7% 0.111 2.5% 35% False False 10,773
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.789
2.618 4.645
1.618 4.557
1.000 4.503
0.618 4.469
HIGH 4.415
0.618 4.381
0.500 4.371
0.382 4.361
LOW 4.327
0.618 4.273
1.000 4.239
1.618 4.185
2.618 4.097
4.250 3.953
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 4.373 4.369
PP 4.372 4.365
S1 4.371 4.360

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

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