NYMEX Natural Gas Future April 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 4.359 4.330 -0.029 -0.7% 4.261
High 4.389 4.408 0.019 0.4% 4.403
Low 4.291 4.125 -0.166 -3.9% 4.218
Close 4.332 4.173 -0.159 -3.7% 4.332
Range 0.098 0.283 0.185 188.8% 0.185
ATR 0.131 0.142 0.011 8.3% 0.000
Volume 22,275 5,257 -17,018 -76.4% 80,836
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.084 4.912 4.329
R3 4.801 4.629 4.251
R2 4.518 4.518 4.225
R1 4.346 4.346 4.199 4.291
PP 4.235 4.235 4.235 4.208
S1 4.063 4.063 4.147 4.008
S2 3.952 3.952 4.121
S3 3.669 3.780 4.095
S4 3.386 3.497 4.017
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.873 4.787 4.434
R3 4.688 4.602 4.383
R2 4.503 4.503 4.366
R1 4.417 4.417 4.349 4.460
PP 4.318 4.318 4.318 4.339
S1 4.232 4.232 4.315 4.275
S2 4.133 4.133 4.298
S3 3.948 4.047 4.281
S4 3.763 3.862 4.230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.408 4.125 0.283 6.8% 0.157 3.8% 17% True True 17,218
10 4.408 3.879 0.529 12.7% 0.154 3.7% 56% True False 16,095
20 4.408 3.879 0.529 12.7% 0.148 3.5% 56% True False 17,414
40 4.408 3.848 0.560 13.4% 0.122 2.9% 58% True False 13,901
60 4.530 3.848 0.682 16.3% 0.113 2.7% 48% False False 11,720
80 4.930 3.848 1.082 25.9% 0.106 2.5% 30% False False 10,124
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 96 trading days
Fibonacci Retracements and Extensions
4.250 5.611
2.618 5.149
1.618 4.866
1.000 4.691
0.618 4.583
HIGH 4.408
0.618 4.300
0.500 4.267
0.382 4.233
LOW 4.125
0.618 3.950
1.000 3.842
1.618 3.667
2.618 3.384
4.250 2.922
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 4.267 4.267
PP 4.235 4.235
S1 4.204 4.204

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

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