NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 4.304 4.180 -0.124 -2.9% 4.210
High 4.337 4.180 -0.157 -3.6% 4.392
Low 4.178 4.063 -0.115 -2.8% 4.063
Close 4.180 4.064 -0.116 -2.8% 4.064
Range 0.159 0.117 -0.042 -26.4% 0.329
ATR 0.113 0.113 0.000 0.3% 0.000
Volume 2,181 2,051 -130 -6.0% 10,519
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.453 4.376 4.128
R3 4.336 4.259 4.096
R2 4.219 4.219 4.085
R1 4.142 4.142 4.075 4.122
PP 4.102 4.102 4.102 4.093
S1 4.025 4.025 4.053 4.005
S2 3.985 3.985 4.043
S3 3.868 3.908 4.032
S4 3.751 3.791 4.000
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.160 4.941 4.245
R3 4.831 4.612 4.154
R2 4.502 4.502 4.124
R1 4.283 4.283 4.094 4.228
PP 4.173 4.173 4.173 4.146
S1 3.954 3.954 4.034 3.899
S2 3.844 3.844 4.004
S3 3.515 3.625 3.974
S4 3.186 3.296 3.883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.392 4.063 0.329 8.1% 0.131 3.2% 0% False True 2,103
10 4.392 4.055 0.337 8.3% 0.128 3.1% 3% False False 2,085
20 4.392 3.942 0.450 11.1% 0.113 2.8% 27% False False 1,704
40 4.474 3.942 0.532 13.1% 0.095 2.3% 23% False False 1,571
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.677
2.618 4.486
1.618 4.369
1.000 4.297
0.618 4.252
HIGH 4.180
0.618 4.135
0.500 4.122
0.382 4.108
LOW 4.063
0.618 3.991
1.000 3.946
1.618 3.874
2.618 3.757
4.250 3.566
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 4.122 4.228
PP 4.102 4.173
S1 4.083 4.119

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

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