NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 4.300 4.353 0.053 1.2% 4.000
High 4.372 4.367 -0.005 -0.1% 4.274
Low 4.247 4.260 0.013 0.3% 3.919
Close 4.365 4.351 -0.014 -0.3% 4.264
Range 0.125 0.107 -0.018 -14.4% 0.355
ATR 0.125 0.123 -0.001 -1.0% 0.000
Volume 4,602 4,628 26 0.6% 24,311
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.647 4.606 4.410
R3 4.540 4.499 4.380
R2 4.433 4.433 4.371
R1 4.392 4.392 4.361 4.359
PP 4.326 4.326 4.326 4.310
S1 4.285 4.285 4.341 4.252
S2 4.219 4.219 4.331
S3 4.112 4.178 4.322
S4 4.005 4.071 4.292
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.217 5.096 4.459
R3 4.862 4.741 4.362
R2 4.507 4.507 4.329
R1 4.386 4.386 4.297 4.447
PP 4.152 4.152 4.152 4.183
S1 4.031 4.031 4.231 4.092
S2 3.797 3.797 4.199
S3 3.442 3.676 4.166
S4 3.087 3.321 4.069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.372 3.981 0.391 9.0% 0.144 3.3% 95% False False 4,776
10 4.372 3.919 0.453 10.4% 0.139 3.2% 95% False False 5,564
20 4.372 3.919 0.453 10.4% 0.135 3.1% 95% False False 4,961
40 4.372 3.882 0.490 11.3% 0.106 2.4% 96% False False 3,831
60 4.541 3.882 0.659 15.1% 0.098 2.3% 71% False False 3,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.822
2.618 4.647
1.618 4.540
1.000 4.474
0.618 4.433
HIGH 4.367
0.618 4.326
0.500 4.314
0.382 4.301
LOW 4.260
0.618 4.194
1.000 4.153
1.618 4.087
2.618 3.980
4.250 3.805
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 4.339 4.319
PP 4.326 4.286
S1 4.314 4.254

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

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