NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 4.330 4.163 -0.167 -3.9% 4.261
High 4.408 4.203 -0.205 -4.7% 4.403
Low 4.125 4.096 -0.029 -0.7% 4.218
Close 4.173 4.142 -0.031 -0.7% 4.332
Range 0.283 0.107 -0.176 -62.2% 0.185
ATR 0.142 0.139 -0.002 -1.7% 0.000
Volume 5,257 23,732 18,475 351.4% 80,836
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.468 4.412 4.201
R3 4.361 4.305 4.171
R2 4.254 4.254 4.162
R1 4.198 4.198 4.152 4.173
PP 4.147 4.147 4.147 4.134
S1 4.091 4.091 4.132 4.066
S2 4.040 4.040 4.122
S3 3.933 3.984 4.113
S4 3.826 3.877 4.083
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 4.096 0.312 7.5% 0.152 3.7% 15% False True 18,042
10 4.408 3.938 0.470 11.3% 0.152 3.7% 43% False False 17,129
20 4.408 3.879 0.529 12.8% 0.141 3.4% 50% False False 17,376
40 4.408 3.848 0.560 13.5% 0.124 3.0% 53% False False 14,244
60 4.530 3.848 0.682 16.5% 0.113 2.7% 43% False False 11,985
80 4.920 3.848 1.072 25.9% 0.106 2.6% 27% False False 10,351
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.658
2.618 4.483
1.618 4.376
1.000 4.310
0.618 4.269
HIGH 4.203
0.618 4.162
0.500 4.150
0.382 4.137
LOW 4.096
0.618 4.030
1.000 3.989
1.618 3.923
2.618 3.816
4.250 3.641
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 4.150 4.252
PP 4.147 4.215
S1 4.145 4.179

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

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