NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 4.380 4.407 0.027 0.6% 4.349
High 4.426 4.443 0.017 0.4% 4.424
Low 4.320 4.310 -0.010 -0.2% 4.125
Close 4.421 4.333 -0.088 -2.0% 4.243
Range 0.106 0.133 0.027 25.5% 0.299
ATR 0.000 0.118 0.118 0.000
Volume 1,215 1,205 -10 -0.8% 7,508
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.761 4.680 4.406
R3 4.628 4.547 4.370
R2 4.495 4.495 4.357
R1 4.414 4.414 4.345 4.388
PP 4.362 4.362 4.362 4.349
S1 4.281 4.281 4.321 4.255
S2 4.229 4.229 4.309
S3 4.096 4.148 4.296
S4 3.963 4.015 4.260
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 4.443 4.125 0.318 7.3% 0.103 2.4% 65% True False 1,301
10 4.443 4.081 0.362 8.4% 0.125 2.9% 70% True False 1,419
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 0.041
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.008
2.618 4.791
1.618 4.658
1.000 4.576
0.618 4.525
HIGH 4.443
0.618 4.392
0.500 4.377
0.382 4.361
LOW 4.310
0.618 4.228
1.000 4.177
1.618 4.095
2.618 3.962
4.250 3.745
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 4.377 4.354
PP 4.362 4.347
S1 4.348 4.340

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

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