NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 4.254 4.299 0.045 1.1% 4.224
High 4.309 4.323 0.014 0.3% 4.294
Low 4.179 4.158 -0.021 -0.5% 3.964
Close 4.293 4.192 -0.101 -2.4% 4.112
Range 0.130 0.165 0.035 26.9% 0.330
ATR 0.117 0.120 0.003 3.0% 0.000
Volume 20,072 21,026 954 4.8% 86,745
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.719 4.621 4.283
R3 4.554 4.456 4.237
R2 4.389 4.389 4.222
R1 4.291 4.291 4.207 4.258
PP 4.224 4.224 4.224 4.208
S1 4.126 4.126 4.177 4.093
S2 4.059 4.059 4.162
S3 3.894 3.961 4.147
S4 3.729 3.796 4.101
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.113 4.943 4.294
R3 4.783 4.613 4.203
R2 4.453 4.453 4.173
R1 4.283 4.283 4.142 4.203
PP 4.123 4.123 4.123 4.084
S1 3.953 3.953 4.082 3.873
S2 3.793 3.793 4.052
S3 3.463 3.623 4.021
S4 3.133 3.293 3.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.323 3.964 0.359 8.6% 0.128 3.0% 64% True False 17,702
10 4.323 3.905 0.418 10.0% 0.150 3.6% 69% True False 17,565
20 4.323 3.848 0.475 11.3% 0.122 2.9% 72% True False 13,942
40 4.506 3.848 0.658 15.7% 0.106 2.5% 52% False False 11,203
60 4.750 3.848 0.902 21.5% 0.099 2.4% 38% False False 9,487
80 5.116 3.848 1.268 30.2% 0.097 2.3% 27% False False 8,285
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 0.044
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.024
2.618 4.755
1.618 4.590
1.000 4.488
0.618 4.425
HIGH 4.323
0.618 4.260
0.500 4.241
0.382 4.221
LOW 4.158
0.618 4.056
1.000 3.993
1.618 3.891
2.618 3.726
4.250 3.457
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 4.241 4.218
PP 4.224 4.209
S1 4.208 4.201

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

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