NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 4.250 4.406 0.156 3.7% 4.141
High 4.383 4.476 0.093 2.1% 4.383
Low 4.250 4.358 0.108 2.5% 4.043
Close 4.371 4.471 0.100 2.3% 4.371
Range 0.133 0.118 -0.015 -11.3% 0.340
ATR 0.123 0.123 0.000 -0.3% 0.000
Volume 1,876 2,086 210 11.2% 9,141
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.789 4.748 4.536
R3 4.671 4.630 4.503
R2 4.553 4.553 4.493
R1 4.512 4.512 4.482 4.533
PP 4.435 4.435 4.435 4.445
S1 4.394 4.394 4.460 4.415
S2 4.317 4.317 4.449
S3 4.199 4.276 4.439
S4 4.081 4.158 4.406
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.286 5.168 4.558
R3 4.946 4.828 4.465
R2 4.606 4.606 4.433
R1 4.488 4.488 4.402 4.547
PP 4.266 4.266 4.266 4.295
S1 4.148 4.148 4.340 4.207
S2 3.926 3.926 4.309
S3 3.586 3.808 4.278
S4 3.246 3.468 4.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.476 4.100 0.376 8.4% 0.130 2.9% 99% True False 1,968
10 4.476 4.043 0.433 9.7% 0.128 2.9% 99% True False 1,657
20 4.476 4.043 0.433 9.7% 0.123 2.7% 99% True False 1,578
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.978
2.618 4.785
1.618 4.667
1.000 4.594
0.618 4.549
HIGH 4.476
0.618 4.431
0.500 4.417
0.382 4.403
LOW 4.358
0.618 4.285
1.000 4.240
1.618 4.167
2.618 4.049
4.250 3.857
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 4.453 4.424
PP 4.435 4.378
S1 4.417 4.331

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

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