NYMEX Natural Gas Future January 2011

Trading Metrics calculated at close of trading on 17-Dec-2010

Day Change Summary
	Previous	Current
	16-Dec-2010	17-Dec-2010	Change	Change %	Previous Week
Open	4.242	4.020	-0.222	-5.2%	4.444
High	4.242	4.110	-0.132	-3.1%	4.547
Low	4.010	3.951	-0.059	-1.5%	3.951
Close	4.048	4.066	0.018	0.4%	4.066
Range	0.232	0.159	-0.073	-31.5%	0.596
ATR	0.176	0.175	-0.001	-0.7%	0.000
Volume	130,183	106,654	-23,529	-18.1%	619,824

Daily Pivots for day following 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.519	4.452	4.153
R3	4.360	4.293	4.110
R2	4.201	4.201	4.095
R1	4.134	4.134	4.081	4.168
PP	4.042	4.042	4.042	4.059
S1	3.975	3.975	4.051	4.009
S2	3.883	3.883	4.037
S3	3.724	3.816	4.022
S4	3.565	3.657	3.979

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.976	5.617	4.394
R3	5.380	5.021	4.230
R2	4.784	4.784	4.175
R1	4.425	4.425	4.121	4.307
PP	4.188	4.188	4.188	4.129
S1	3.829	3.829	4.011	3.711
S2	3.592	3.592	3.957
S3	2.996	3.233	3.902
S4	2.400	2.637	3.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.547	3.951	0.596	14.7%	0.178	4.4%	19%	False	True	123,964
10	4.637	3.951	0.686	16.9%	0.183	4.5%	17%	False	True	135,111
20	4.637	3.951	0.686	16.9%	0.178	4.4%	17%	False	True	119,255
40	4.637	3.853	0.784	19.3%	0.174	4.3%	27%	False	False	89,247
60	4.637	3.853	0.784	19.3%	0.149	3.7%	27%	False	False	72,745
80	4.681	3.853	0.828	20.4%	0.142	3.5%	26%	False	False	60,087
100	5.468	3.853	1.615	39.7%	0.136	3.3%	13%	False	False	51,537
120	5.611	3.853	1.758	43.2%	0.134	3.3%	12%	False	False	45,216

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	0.038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.786
2.618	4.526
1.618	4.367
1.000	4.269
0.618	4.208
HIGH	4.110
0.618	4.049
0.500	4.031
0.382	4.012
LOW	3.951
0.618	3.853
1.000	3.792
1.618	3.694
2.618	3.535
4.250	3.275

Fisher Pivots for day following 17-Dec-2010
Pivot	1 day	3 day
R1	4.054	4.115
PP	4.042	4.098
S1	4.031	4.082

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