NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 4.397 4.612 0.215 4.9% 4.398
High 4.614 4.637 0.023 0.5% 4.487
Low 4.350 4.410 0.060 1.4% 4.126
Close 4.606 4.435 -0.171 -3.7% 4.349
Range 0.264 0.227 -0.037 -14.0% 0.361
ATR 0.173 0.177 0.004 2.2% 0.000
Volume 159,552 171,171 11,619 7.3% 544,325
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.175 5.032 4.560
R3 4.948 4.805 4.497
R2 4.721 4.721 4.477
R1 4.578 4.578 4.456 4.536
PP 4.494 4.494 4.494 4.473
S1 4.351 4.351 4.414 4.309
S2 4.267 4.267 4.393
S3 4.040 4.124 4.373
S4 3.813 3.897 4.310
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.404 5.237 4.548
R3 5.043 4.876 4.448
R2 4.682 4.682 4.415
R1 4.515 4.515 4.382 4.418
PP 4.321 4.321 4.321 4.272
S1 4.154 4.154 4.316 4.057
S2 3.960 3.960 4.283
S3 3.599 3.793 4.250
S4 3.238 3.432 4.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.637 4.280 0.357 8.0% 0.184 4.1% 43% True False 137,656
10 4.637 4.126 0.511 11.5% 0.184 4.1% 60% True False 126,567
20 4.637 3.853 0.784 17.7% 0.182 4.1% 74% True False 107,542
40 4.637 3.853 0.784 17.7% 0.162 3.7% 74% True False 76,658
60 4.641 3.853 0.788 17.8% 0.146 3.3% 74% False False 62,452
80 4.975 3.853 1.122 25.3% 0.137 3.1% 52% False False 51,654
100 5.468 3.853 1.615 36.4% 0.132 3.0% 36% False False 44,705
120 5.750 3.853 1.897 42.8% 0.132 3.0% 31% False False 39,467
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.602
2.618 5.231
1.618 5.004
1.000 4.864
0.618 4.777
HIGH 4.637
0.618 4.550
0.500 4.524
0.382 4.497
LOW 4.410
0.618 4.270
1.000 4.183
1.618 4.043
2.618 3.816
4.250 3.445
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 4.524 4.494
PP 4.494 4.474
S1 4.465 4.455

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

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