NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 4.407 4.344 -0.063 -1.4% 4.349
High 4.443 4.389 -0.054 -1.2% 4.424
Low 4.310 4.241 -0.069 -1.6% 4.125
Close 4.333 4.243 -0.090 -2.1% 4.243
Range 0.133 0.148 0.015 11.3% 0.299
ATR 0.118 0.120 0.002 1.8% 0.000
Volume 1,205 1,422 217 18.0% 7,508
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.735 4.637 4.324
R3 4.587 4.489 4.284
R2 4.439 4.439 4.270
R1 4.341 4.341 4.257 4.316
PP 4.291 4.291 4.291 4.279
S1 4.193 4.193 4.229 4.168
S2 4.143 4.143 4.216
S3 3.995 4.045 4.202
S4 3.847 3.897 4.162
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 4.187 0.256 6.0% 0.108 2.5% 22% False False 1,385
10 4.443 4.125 0.318 7.5% 0.121 2.8% 37% False False 1,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.018
2.618 4.776
1.618 4.628
1.000 4.537
0.618 4.480
HIGH 4.389
0.618 4.332
0.500 4.315
0.382 4.298
LOW 4.241
0.618 4.150
1.000 4.093
1.618 4.002
2.618 3.854
4.250 3.612
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 4.315 4.342
PP 4.291 4.309
S1 4.267 4.276

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

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