NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 4.179 4.315 0.136 3.3% 4.298
High 4.270 4.328 0.058 1.4% 4.300
Low 4.148 4.217 0.069 1.7% 4.000
Close 4.250 4.324 0.074 1.7% 4.139
Range 0.122 0.111 -0.011 -9.0% 0.300
ATR 0.108 0.108 0.000 0.2% 0.000
Volume 4,709 9,605 4,896 104.0% 20,734
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.623 4.584 4.385
R3 4.512 4.473 4.355
R2 4.401 4.401 4.344
R1 4.362 4.362 4.334 4.382
PP 4.290 4.290 4.290 4.299
S1 4.251 4.251 4.314 4.271
S2 4.179 4.179 4.304
S3 4.068 4.140 4.293
S4 3.957 4.029 4.263
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 4.328 4.000 0.328 7.6% 0.106 2.4% 99% True False 4,847
10 4.328 3.944 0.384 8.9% 0.131 3.0% 99% True False 4,358
20 4.328 3.882 0.446 10.3% 0.106 2.5% 99% True False 3,530
40 4.531 3.882 0.649 15.0% 0.092 2.1% 68% False False 2,968
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.800
2.618 4.619
1.618 4.508
1.000 4.439
0.618 4.397
HIGH 4.328
0.618 4.286
0.500 4.273
0.382 4.259
LOW 4.217
0.618 4.148
1.000 4.106
1.618 4.037
2.618 3.926
4.250 3.745
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 4.307 4.282
PP 4.290 4.241
S1 4.273 4.199

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

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