NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 4.275 4.380 0.105 2.5% 4.349
High 4.351 4.426 0.075 1.7% 4.424
Low 4.264 4.320 0.056 1.3% 4.125
Close 4.350 4.421 0.071 1.6% 4.243
Range 0.087 0.106 0.019 21.8% 0.299
ATR
Volume 1,543 1,215 -328 -21.3% 7,508
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.707 4.670 4.479
R3 4.601 4.564 4.450
R2 4.495 4.495 4.440
R1 4.458 4.458 4.431 4.477
PP 4.389 4.389 4.389 4.398
S1 4.352 4.352 4.411 4.371
S2 4.283 4.283 4.402
S3 4.177 4.246 4.392
S4 4.071 4.140 4.363
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.161 5.001 4.407
R3 4.862 4.702 4.325
R2 4.563 4.563 4.298
R1 4.403 4.403 4.270 4.334
PP 4.264 4.264 4.264 4.229
S1 4.104 4.104 4.216 4.035
S2 3.965 3.965 4.188
S3 3.666 3.805 4.161
S4 3.367 3.506 4.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.426 4.125 0.301 6.8% 0.093 2.1% 98% True False 1,233
10 4.426 4.081 0.345 7.8% 0.120 2.7% 99% True False 1,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.704
1.618 4.598
1.000 4.532
0.618 4.492
HIGH 4.426
0.618 4.386
0.500 4.373
0.382 4.360
LOW 4.320
0.618 4.254
1.000 4.214
1.618 4.148
2.618 4.042
4.250 3.870
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 4.405 4.383
PP 4.389 4.345
S1 4.373 4.307

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

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