NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 4.240 4.141 -0.099 -2.3% 4.275
High 4.242 4.164 -0.078 -1.8% 4.443
Low 4.126 4.043 -0.083 -2.0% 4.126
Close 4.131 4.158 0.027 0.7% 4.131
Range 0.116 0.121 0.005 4.3% 0.317
ATR 0.120 0.120 0.000 0.1% 0.000
Volume 1,506 1,387 -119 -7.9% 6,891
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.485 4.442 4.225
R3 4.364 4.321 4.191
R2 4.243 4.243 4.180
R1 4.200 4.200 4.169 4.222
PP 4.122 4.122 4.122 4.132
S1 4.079 4.079 4.147 4.101
S2 4.001 4.001 4.136
S3 3.880 3.958 4.125
S4 3.759 3.837 4.091
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 4.043 0.400 9.6% 0.125 3.0% 29% False True 1,347
10 4.443 4.043 0.400 9.6% 0.109 2.6% 29% False True 1,310
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.678
2.618 4.481
1.618 4.360
1.000 4.285
0.618 4.239
HIGH 4.164
0.618 4.118
0.500 4.104
0.382 4.089
LOW 4.043
0.618 3.968
1.000 3.922
1.618 3.847
2.618 3.726
4.250 3.529
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 4.140 4.216
PP 4.122 4.197
S1 4.104 4.177

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

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