NYMEX Natural Gas Future December 2010


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 3.939 3.780 -0.159 -4.0% 3.954
High 3.940 3.869 -0.071 -1.8% 4.249
Low 3.794 3.710 -0.084 -2.2% 3.794
Close 3.799 3.868 0.069 1.8% 3.799
Range 0.146 0.159 0.013 8.9% 0.455
ATR 0.164 0.163 0.000 -0.2% 0.000
Volume 109,298 126,076 16,778 15.4% 644,789
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.293 4.239 3.955
R3 4.134 4.080 3.912
R2 3.975 3.975 3.897
R1 3.921 3.921 3.883 3.948
PP 3.816 3.816 3.816 3.829
S1 3.762 3.762 3.853 3.789
S2 3.657 3.657 3.839
S3 3.498 3.603 3.824
S4 3.339 3.444 3.781
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.312 5.011 4.049
R3 4.857 4.556 3.924
R2 4.402 4.402 3.882
R1 4.101 4.101 3.841 4.024
PP 3.947 3.947 3.947 3.909
S1 3.646 3.646 3.757 3.569
S2 3.492 3.492 3.716
S3 3.037 3.191 3.674
S4 2.582 2.736 3.549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 3.710 0.539 13.9% 0.183 4.7% 29% False True 128,263
10 4.249 3.710 0.539 13.9% 0.166 4.3% 29% False True 120,143
20 4.249 3.500 0.749 19.4% 0.173 4.5% 49% False False 106,283
40 4.450 3.500 0.950 24.6% 0.143 3.7% 39% False False 75,853
60 4.593 3.500 1.093 28.3% 0.136 3.5% 34% False False 57,674
80 5.336 3.500 1.836 47.5% 0.132 3.4% 20% False False 47,736
100 5.570 3.500 2.070 53.5% 0.132 3.4% 18% False False 39,999
120 5.762 3.500 2.262 58.5% 0.134 3.5% 16% False False 34,572
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.545
2.618 4.285
1.618 4.126
1.000 4.028
0.618 3.967
HIGH 3.869
0.618 3.808
0.500 3.790
0.382 3.771
LOW 3.710
0.618 3.612
1.000 3.551
1.618 3.453
2.618 3.294
4.250 3.034
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 3.842 3.918
PP 3.816 3.901
S1 3.790 3.885

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

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