NYMEX Natural Gas Future December 2010


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 4.027 4.023 -0.004 -0.1% 3.780
High 4.058 4.175 0.117 2.9% 4.175
Low 3.853 3.975 0.122 3.2% 3.710
Close 4.007 4.164 0.157 3.9% 4.164
Range 0.205 0.200 -0.005 -2.4% 0.465
ATR 0.170 0.172 0.002 1.3% 0.000
Volume 142,124 109,167 -32,957 -23.2% 604,757
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.705 4.634 4.274
R3 4.505 4.434 4.219
R2 4.305 4.305 4.201
R1 4.234 4.234 4.182 4.270
PP 4.105 4.105 4.105 4.122
S1 4.034 4.034 4.146 4.070
S2 3.905 3.905 4.127
S3 3.705 3.834 4.109
S4 3.505 3.634 4.054
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.411 5.253 4.420
R3 4.946 4.788 4.292
R2 4.481 4.481 4.249
R1 4.323 4.323 4.207 4.402
PP 4.016 4.016 4.016 4.056
S1 3.858 3.858 4.121 3.937
S2 3.551 3.551 4.079
S3 3.086 3.393 4.036
S4 2.621 2.928 3.908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.175 3.710 0.465 11.2% 0.188 4.5% 98% True False 120,951
10 4.249 3.710 0.539 12.9% 0.189 4.5% 84% False False 124,954
20 4.249 3.500 0.749 18.0% 0.190 4.6% 89% False False 117,998
40 4.249 3.500 0.749 18.0% 0.149 3.6% 89% False False 85,537
60 4.522 3.500 1.022 24.5% 0.143 3.4% 65% False False 64,733
80 5.336 3.500 1.836 44.1% 0.136 3.3% 36% False False 53,137
100 5.447 3.500 1.947 46.8% 0.135 3.2% 34% False False 44,584
120 5.762 3.500 2.262 54.3% 0.136 3.3% 29% False False 38,366
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.025
2.618 4.699
1.618 4.499
1.000 4.375
0.618 4.299
HIGH 4.175
0.618 4.099
0.500 4.075
0.382 4.051
LOW 3.975
0.618 3.851
1.000 3.775
1.618 3.651
2.618 3.451
4.250 3.125
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 4.134 4.105
PP 4.105 4.045
S1 4.075 3.986

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

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