NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 4.400 4.370 -0.030 -0.7% 4.300
High 4.415 4.454 0.039 0.9% 4.454
Low 4.327 4.161 -0.166 -3.8% 4.255
Close 4.374 4.204 -0.170 -3.9% 4.374
Range 0.088 0.293 0.205 233.0% 0.199
ATR 0.138 0.149 0.011 8.1% 0.000
Volume 23,710 6,628 -17,082 -72.0% 91,793
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.152 4.971 4.365
R3 4.859 4.678 4.285
R2 4.566 4.566 4.258
R1 4.385 4.385 4.231 4.329
PP 4.273 4.273 4.273 4.245
S1 4.092 4.092 4.177 4.036
S2 3.980 3.980 4.150
S3 3.687 3.799 4.123
S4 3.394 3.506 4.043
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 4.161 0.293 7.0% 0.162 3.9% 15% True True 19,684
10 4.454 3.890 0.564 13.4% 0.161 3.8% 56% True False 18,889
20 4.454 3.890 0.564 13.4% 0.156 3.7% 56% True False 21,603
40 4.454 3.854 0.600 14.3% 0.130 3.1% 58% True False 17,077
60 4.613 3.854 0.759 18.1% 0.122 2.9% 46% False False 14,465
80 5.087 3.854 1.233 29.3% 0.115 2.7% 28% False False 12,274
100 5.327 3.854 1.473 35.0% 0.112 2.7% 24% False False 10,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 5.699
2.618 5.221
1.618 4.928
1.000 4.747
0.618 4.635
HIGH 4.454
0.618 4.342
0.500 4.308
0.382 4.273
LOW 4.161
0.618 3.980
1.000 3.868
1.618 3.687
2.618 3.394
4.250 2.916
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 4.308 4.308
PP 4.273 4.273
S1 4.239 4.239

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

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