NYMEX Natural Gas Future June 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 4.129 4.151 0.022 0.5% 4.289
High 4.182 4.190 0.008 0.2% 4.361
Low 4.055 4.120 0.065 1.6% 4.055
Close 4.150 4.185 0.035 0.8% 4.185
Range 0.127 0.070 -0.057 -44.9% 0.306
ATR 0.107 0.104 -0.003 -2.4% 0.000
Volume 964 2,592 1,628 168.9% 10,336
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.375 4.350 4.224
R3 4.305 4.280 4.204
R2 4.235 4.235 4.198
R1 4.210 4.210 4.191 4.223
PP 4.165 4.165 4.165 4.171
S1 4.140 4.140 4.179 4.153
S2 4.095 4.095 4.172
S3 4.025 4.070 4.166
S4 3.955 4.000 4.147
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.118 4.958 4.353
R3 4.812 4.652 4.269
R2 4.506 4.506 4.241
R1 4.346 4.346 4.213 4.273
PP 4.200 4.200 4.200 4.164
S1 4.040 4.040 4.157 3.967
S2 3.894 3.894 4.129
S3 3.588 3.734 4.101
S4 3.282 3.428 4.017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.361 4.055 0.306 7.3% 0.124 3.0% 42% False False 2,067
10 4.361 3.942 0.419 10.0% 0.124 3.0% 58% False False 1,807
20 4.361 3.942 0.419 10.0% 0.097 2.3% 58% False False 1,578
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 0.043
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.488
2.618 4.373
1.618 4.303
1.000 4.260
0.618 4.233
HIGH 4.190
0.618 4.163
0.500 4.155
0.382 4.147
LOW 4.120
0.618 4.077
1.000 4.050
1.618 4.007
2.618 3.937
4.250 3.823
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 4.175 4.164
PP 4.165 4.144
S1 4.155 4.123

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

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