NYMEX Natural Gas Future July 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 4.344 4.240 -0.104 -2.4% 4.275
High 4.389 4.242 -0.147 -3.3% 4.443
Low 4.241 4.126 -0.115 -2.7% 4.126
Close 4.243 4.131 -0.112 -2.6% 4.131
Range 0.148 0.116 -0.032 -21.6% 0.317
ATR 0.120 0.120 0.000 -0.2% 0.000
Volume 1,422 1,506 84 5.9% 6,891
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.514 4.439 4.195
R3 4.398 4.323 4.163
R2 4.282 4.282 4.152
R1 4.207 4.207 4.142 4.187
PP 4.166 4.166 4.166 4.156
S1 4.091 4.091 4.120 4.071
S2 4.050 4.050 4.110
S3 3.934 3.975 4.099
S4 3.818 3.859 4.067
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.184 4.975 4.305
R3 4.867 4.658 4.218
R2 4.550 4.550 4.189
R1 4.341 4.341 4.160 4.287
PP 4.233 4.233 4.233 4.207
S1 4.024 4.024 4.102 3.970
S2 3.916 3.916 4.073
S3 3.599 3.707 4.044
S4 3.282 3.390 3.957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.443 4.126 0.317 7.7% 0.118 2.9% 2% False True 1,378
10 4.443 4.125 0.318 7.7% 0.119 2.9% 2% False False 1,439
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.735
2.618 4.546
1.618 4.430
1.000 4.358
0.618 4.314
HIGH 4.242
0.618 4.198
0.500 4.184
0.382 4.170
LOW 4.126
0.618 4.054
1.000 4.010
1.618 3.938
2.618 3.822
4.250 3.633
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 4.184 4.285
PP 4.166 4.233
S1 4.149 4.182

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

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