NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 3.869 3.834 -0.035 -0.9% 3.954
High 3.919 4.037 0.118 3.0% 4.249
Low 3.782 3.796 0.014 0.4% 3.794
Close 3.818 4.030 0.212 5.6% 3.799
Range 0.137 0.241 0.104 75.9% 0.455
ATR 0.161 0.167 0.006 3.5% 0.000
Volume 100,313 127,077 26,764 26.7% 644,789
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.677 4.595 4.163
R3 4.436 4.354 4.096
R2 4.195 4.195 4.074
R1 4.113 4.113 4.052 4.154
PP 3.954 3.954 3.954 3.975
S1 3.872 3.872 4.008 3.913
S2 3.713 3.713 3.986
S3 3.472 3.631 3.964
S4 3.231 3.390 3.897
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 4.125 3.710 0.415 10.3% 0.178 4.4% 77% False False 117,402
10 4.249 3.710 0.539 13.4% 0.175 4.3% 59% False False 122,469
20 4.249 3.500 0.749 18.6% 0.185 4.6% 71% False False 111,874
40 4.450 3.500 0.950 23.6% 0.146 3.6% 56% False False 80,362
60 4.522 3.500 1.022 25.4% 0.140 3.5% 52% False False 61,104
80 5.336 3.500 1.836 45.6% 0.134 3.3% 29% False False 50,391
100 5.447 3.500 1.947 48.3% 0.134 3.3% 27% False False 42,198
120 5.762 3.500 2.262 56.1% 0.136 3.4% 23% False False 36,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 5.061
2.618 4.668
1.618 4.427
1.000 4.278
0.618 4.186
HIGH 4.037
0.618 3.945
0.500 3.917
0.382 3.888
LOW 3.796
0.618 3.647
1.000 3.555
1.618 3.406
2.618 3.165
4.250 2.772
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 3.992 3.978
PP 3.954 3.926
S1 3.917 3.874

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

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