NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 4.103 4.269 0.166 4.0% 4.275
High 4.298 4.300 0.002 0.0% 4.443
Low 4.100 4.186 0.086 2.1% 4.126
Close 4.289 4.279 -0.010 -0.2% 4.131
Range 0.198 0.114 -0.084 -42.4% 0.317
ATR 0.123 0.123 -0.001 -0.5% 0.000
Volume 1,933 2,105 172 8.9% 6,891
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.597 4.552 4.342
R3 4.483 4.438 4.310
R2 4.369 4.369 4.300
R1 4.324 4.324 4.289 4.347
PP 4.255 4.255 4.255 4.266
S1 4.210 4.210 4.269 4.233
S2 4.141 4.141 4.258
S3 4.027 4.096 4.248
S4 3.913 3.982 4.216
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 4.300 4.043 0.257 6.0% 0.128 3.0% 92% True False 1,754
10 4.443 4.043 0.400 9.3% 0.118 2.8% 59% False False 1,569
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.785
2.618 4.598
1.618 4.484
1.000 4.414
0.618 4.370
HIGH 4.300
0.618 4.256
0.500 4.243
0.382 4.230
LOW 4.186
0.618 4.116
1.000 4.072
1.618 4.002
2.618 3.888
4.250 3.702
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 4.267 4.253
PP 4.255 4.226
S1 4.243 4.200

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

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