NYMEX Natural Gas Future December 2010


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 3.780 3.869 0.089 2.4% 3.954
High 3.869 3.919 0.050 1.3% 4.249
Low 3.710 3.782 0.072 1.9% 3.794
Close 3.868 3.818 -0.050 -1.3% 3.799
Range 0.159 0.137 -0.022 -13.8% 0.455
ATR 0.163 0.161 -0.002 -1.1% 0.000
Volume 126,076 100,313 -25,763 -20.4% 644,789
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.251 4.171 3.893
R3 4.114 4.034 3.856
R2 3.977 3.977 3.843
R1 3.897 3.897 3.831 3.869
PP 3.840 3.840 3.840 3.825
S1 3.760 3.760 3.805 3.732
S2 3.703 3.703 3.793
S3 3.566 3.623 3.780
S4 3.429 3.486 3.743
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 14.1% 0.176 4.6% 20% False False 119,632
10 4.249 3.710 0.539 14.1% 0.161 4.2% 20% False False 117,165
20 4.249 3.500 0.749 19.6% 0.177 4.6% 42% False False 108,318
40 4.450 3.500 0.950 24.9% 0.143 3.7% 33% False False 77,725
60 4.535 3.500 1.035 27.1% 0.137 3.6% 31% False False 59,154
80 5.336 3.500 1.836 48.1% 0.132 3.5% 17% False False 48,910
100 5.535 3.500 2.035 53.3% 0.132 3.5% 16% False False 40,957
120 5.762 3.500 2.262 59.2% 0.135 3.5% 14% False False 35,378
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.501
2.618 4.278
1.618 4.141
1.000 4.056
0.618 4.004
HIGH 3.919
0.618 3.867
0.500 3.851
0.382 3.834
LOW 3.782
0.618 3.697
1.000 3.645
1.618 3.560
2.618 3.423
4.250 3.200
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 3.851 3.825
PP 3.840 3.823
S1 3.829 3.820

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

View Archives - Comment on this page... - Back to Index of Symbols