NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 4.141 4.131 -0.010 -0.2% 4.275
High 4.164 4.190 0.026 0.6% 4.443
Low 4.043 4.101 0.058 1.4% 4.126
Close 4.158 4.127 -0.031 -0.7% 4.131
Range 0.121 0.089 -0.032 -26.4% 0.317
ATR 0.120 0.117 -0.002 -1.8% 0.000
Volume 1,387 1,840 453 32.7% 6,891
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.406 4.356 4.176
R3 4.317 4.267 4.151
R2 4.228 4.228 4.143
R1 4.178 4.178 4.135 4.159
PP 4.139 4.139 4.139 4.130
S1 4.089 4.089 4.119 4.070
S2 4.050 4.050 4.111
S3 3.961 4.000 4.103
S4 3.872 3.911 4.078
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 9.7% 0.121 2.9% 21% False False 1,472
10 4.443 4.043 0.400 9.7% 0.107 2.6% 21% False False 1,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.568
2.618 4.423
1.618 4.334
1.000 4.279
0.618 4.245
HIGH 4.190
0.618 4.156
0.500 4.146
0.382 4.135
LOW 4.101
0.618 4.046
1.000 4.012
1.618 3.957
2.618 3.868
4.250 3.723
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 4.146 4.143
PP 4.139 4.137
S1 4.133 4.132

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

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