NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 05-Nov-2010

Day Change Summary
	Previous	Current
	04-Nov-2010	05-Nov-2010	Change	Change %	Previous Week
Open	4.111	4.097	-0.014	-0.3%	4.298
High	4.129	4.146	0.017	0.4%	4.300
Low	4.000	4.070	0.070	1.8%	4.000
Close	4.096	4.139	0.043	1.0%	4.139
Range	0.129	0.076	-0.053	-41.1%	0.300
ATR	0.108	0.106	-0.002	-2.1%	0.000
Volume	2,127	4,709	2,582	121.4%	20,734

Daily Pivots for day following 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.346	4.319	4.181
R3	4.270	4.243	4.160
R2	4.194	4.194	4.153
R1	4.167	4.167	4.146	4.181
PP	4.118	4.118	4.118	4.125
S1	4.091	4.091	4.132	4.105
S2	4.042	4.042	4.125
S3	3.966	4.015	4.118
S4	3.890	3.939	4.097

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.046	4.893	4.304
R3	4.746	4.593	4.222
R2	4.446	4.446	4.194
R1	4.293	4.293	4.167	4.220
PP	4.146	4.146	4.146	4.110
S1	3.993	3.993	4.112	3.920
S2	3.846	3.846	4.084
S3	3.546	3.693	4.057
S4	3.246	3.393	3.974

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.300	4.000	0.300	7.2%	0.127	3.1%	46%	False	False	4,146
10	4.300	3.882	0.418	10.1%	0.128	3.1%	61%	False	False	3,445
20	4.300	3.882	0.418	10.1%	0.101	2.4%	61%	False	False	3,061
40	4.541	3.882	0.659	15.9%	0.091	2.2%	39%	False	False	2,698

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.034
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.469
2.618	4.345
1.618	4.269
1.000	4.222
0.618	4.193
HIGH	4.146
0.618	4.117
0.500	4.108
0.382	4.099
LOW	4.070
0.618	4.023
1.000	3.994
1.618	3.947
2.618	3.871
4.250	3.747

Fisher Pivots for day following 05-Nov-2010
Pivot	1 day	3 day
R1	4.129	4.117
PP	4.118	4.095
S1	4.108	4.073

Download as Excel Spreadsheet

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

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