NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 4.000 4.005 0.005 0.1% 4.179
High 4.044 4.070 0.026 0.6% 4.347
Low 3.919 3.978 0.059 1.5% 4.005
Close 4.036 4.002 -0.034 -0.8% 4.008
Range 0.125 0.092 -0.033 -26.4% 0.342
ATR 0.117 0.115 -0.002 -1.5% 0.000
Volume 4,777 4,881 104 2.2% 36,417
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.293 4.239 4.053
R3 4.201 4.147 4.027
R2 4.109 4.109 4.019
R1 4.055 4.055 4.010 4.036
PP 4.017 4.017 4.017 4.007
S1 3.963 3.963 3.994 3.944
S2 3.925 3.925 3.985
S3 3.833 3.871 3.977
S4 3.741 3.779 3.951
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.146 4.919 4.196
R3 4.804 4.577 4.102
R2 4.462 4.462 4.071
R1 4.235 4.235 4.039 4.178
PP 4.120 4.120 4.120 4.091
S1 3.893 3.893 3.977 3.836
S2 3.778 3.778 3.945
S3 3.436 3.551 3.914
S4 3.094 3.209 3.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.347 3.919 0.428 10.7% 0.134 3.4% 19% False False 6,352
10 4.347 3.919 0.428 10.7% 0.120 3.0% 19% False False 5,599
20 4.347 3.882 0.465 11.6% 0.124 3.1% 26% False False 4,309
40 4.432 3.882 0.550 13.7% 0.096 2.4% 22% False False 3,491
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 0.027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.461
2.618 4.311
1.618 4.219
1.000 4.162
0.618 4.127
HIGH 4.070
0.618 4.035
0.500 4.024
0.382 4.013
LOW 3.978
0.618 3.921
1.000 3.886
1.618 3.829
2.618 3.737
4.250 3.587
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 4.024 4.030
PP 4.017 4.020
S1 4.009 4.011

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

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