NYMEX Natural Gas Future August 2011

Trading Metrics calculated at close of trading on 29-Nov-2010

Day Change Summary
	Previous	Current
	26-Nov-2010	29-Nov-2010	Change	Change %	Previous Week
Open	4.480	4.539	0.059	1.3%	4.440
High	4.517	4.556	0.039	0.9%	4.554
Low	4.464	4.325	-0.139	-3.1%	4.400
Close	4.498	4.361	-0.137	-3.0%	4.498
Range	0.053	0.231	0.178	335.8%	0.154
ATR
Volume	1,908	113	-1,795	-94.1%	7,229

Daily Pivots for day following 29-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.107	4.965	4.488
R3	4.876	4.734	4.425
R2	4.645	4.645	4.403
R1	4.503	4.503	4.382	4.459
PP	4.414	4.414	4.414	4.392
S1	4.272	4.272	4.340	4.228
S2	4.183	4.183	4.319
S3	3.952	4.041	4.297
S4	3.721	3.810	4.234

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.946	4.876	4.583
R3	4.792	4.722	4.540
R2	4.638	4.638	4.526
R1	4.568	4.568	4.512	4.603
PP	4.484	4.484	4.484	4.502
S1	4.414	4.414	4.484	4.449
S2	4.330	4.330	4.470
S3	4.176	4.260	4.456
S4	4.022	4.106	4.413

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.556	4.325	0.231	5.3%	0.116	2.7%	16%	True	True	1,468
10	4.556	4.095	0.461	10.6%	0.122	2.8%	58%	True	False	1,566

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5.538
2.618	5.161
1.618	4.930
1.000	4.787
0.618	4.699
HIGH	4.556
0.618	4.468
0.500	4.441
0.382	4.413
LOW	4.325
0.618	4.182
1.000	4.094
1.618	3.951
2.618	3.720
4.250	3.343

Fisher Pivots for day following 29-Nov-2010
Pivot	1 day	3 day
R1	4.441	4.441
PP	4.414	4.414
S1	4.388	4.388

Download as Excel Spreadsheet

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

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