NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 4.424 4.413 -0.011 -0.2% 4.141
High 4.473 4.515 0.042 0.9% 4.383
Low 4.374 4.391 0.017 0.4% 4.043
Close 4.456 4.435 -0.021 -0.5% 4.371
Range 0.099 0.124 0.025 25.3% 0.340
ATR 0.121 0.121 0.000 0.2% 0.000
Volume 1,886 1,781 -105 -5.6% 9,141
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.819 4.751 4.503
R3 4.695 4.627 4.469
R2 4.571 4.571 4.458
R1 4.503 4.503 4.446 4.537
PP 4.447 4.447 4.447 4.464
S1 4.379 4.379 4.424 4.413
S2 4.323 4.323 4.412
S3 4.199 4.255 4.401
S4 4.075 4.131 4.367
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 4.515 4.186 0.329 7.4% 0.118 2.7% 76% True False 1,946
10 4.515 4.043 0.472 10.6% 0.126 2.8% 83% True False 1,782
20 4.515 4.043 0.472 10.6% 0.126 2.8% 83% True False 1,600
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.042
2.618 4.840
1.618 4.716
1.000 4.639
0.618 4.592
HIGH 4.515
0.618 4.468
0.500 4.453
0.382 4.438
LOW 4.391
0.618 4.314
1.000 4.267
1.618 4.190
2.618 4.066
4.250 3.864
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 4.453 4.437
PP 4.447 4.436
S1 4.441 4.436

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

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