NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 4.269 4.250 -0.019 -0.4% 4.141
High 4.300 4.383 0.083 1.9% 4.383
Low 4.186 4.250 0.064 1.5% 4.043
Close 4.279 4.371 0.092 2.2% 4.371
Range 0.114 0.133 0.019 16.7% 0.340
ATR 0.123 0.123 0.001 0.6% 0.000
Volume 2,105 1,876 -229 -10.9% 9,141
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.734 4.685 4.444
R3 4.601 4.552 4.408
R2 4.468 4.468 4.395
R1 4.419 4.419 4.383 4.444
PP 4.335 4.335 4.335 4.347
S1 4.286 4.286 4.359 4.311
S2 4.202 4.202 4.347
S3 4.069 4.153 4.334
S4 3.936 4.020 4.298
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.286 5.168 4.558
R3 4.946 4.828 4.465
R2 4.606 4.606 4.433
R1 4.488 4.488 4.402 4.547
PP 4.266 4.266 4.266 4.295
S1 4.148 4.148 4.340 4.207
S2 3.926 3.926 4.309
S3 3.586 3.808 4.278
S4 3.246 3.468 4.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.383 4.043 0.340 7.8% 0.131 3.0% 96% True False 1,828
10 4.443 4.043 0.400 9.2% 0.125 2.8% 82% False False 1,603
20 4.443 4.010 0.433 9.9% 0.123 2.8% 83% False False 1,543
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.948
2.618 4.731
1.618 4.598
1.000 4.516
0.618 4.465
HIGH 4.383
0.618 4.332
0.500 4.317
0.382 4.301
LOW 4.250
0.618 4.168
1.000 4.117
1.618 4.035
2.618 3.902
4.250 3.685
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 4.353 4.328
PP 4.335 4.285
S1 4.317 4.242

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

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