NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 10-Dec-2010

Day Change Summary
	Previous	Current
	09-Dec-2010	10-Dec-2010	Change	Change %	Previous Week
Open	4.612	4.399	-0.213	-4.6%	4.385
High	4.637	4.479	-0.158	-3.4%	4.637
Low	4.410	4.344	-0.066	-1.5%	4.344
Close	4.435	4.417	-0.018	-0.4%	4.417
Range	0.227	0.135	-0.092	-40.5%	0.293
ATR	0.177	0.174	-0.003	-1.7%	0.000
Volume	171,171	127,311	-43,860	-25.6%	731,292

Daily Pivots for day following 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.818	4.753	4.491
R3	4.683	4.618	4.454
R2	4.548	4.548	4.442
R1	4.483	4.483	4.429	4.516
PP	4.413	4.413	4.413	4.430
S1	4.348	4.348	4.405	4.381
S2	4.278	4.278	4.392
S3	4.143	4.213	4.380
S4	4.008	4.078	4.343

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.345	5.174	4.578
R3	5.052	4.881	4.498
R2	4.759	4.759	4.471
R1	4.588	4.588	4.444	4.674
PP	4.466	4.466	4.466	4.509
S1	4.295	4.295	4.390	4.381
S2	4.173	4.173	4.363
S3	3.880	4.002	4.336
S4	3.587	3.709	4.256

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.637	4.344	0.293	6.6%	0.189	4.3%	25%	False	True	146,258
10	4.637	4.126	0.511	11.6%	0.184	4.2%	57%	False	False	127,561
20	4.637	3.853	0.784	17.7%	0.178	4.0%	72%	False	False	108,968
40	4.637	3.853	0.784	17.7%	0.163	3.7%	72%	False	False	78,076
60	4.637	3.853	0.784	17.7%	0.145	3.3%	72%	False	False	64,192
80	4.975	3.853	1.122	25.4%	0.137	3.1%	50%	False	False	53,106
100	5.468	3.853	1.615	36.6%	0.133	3.0%	35%	False	False	45,880
120	5.750	3.853	1.897	42.9%	0.132	3.0%	30%	False	False	40,420

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.045
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.053
2.618	4.832
1.618	4.697
1.000	4.614
0.618	4.562
HIGH	4.479
0.618	4.427
0.500	4.412
0.382	4.396
LOW	4.344
0.618	4.261
1.000	4.209
1.618	4.126
2.618	3.991
4.250	3.770

Fisher Pivots for day following 10-Dec-2010
Pivot	1 day	3 day
R1	4.415	4.491
PP	4.413	4.466
S1	4.412	4.442

Download as Excel Spreadsheet

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

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