NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 4.052 4.245 0.193 4.8% 4.444
High 4.250 4.245 -0.005 -0.1% 4.547
Low 4.013 4.056 0.043 1.1% 3.951
Close 4.237 4.059 -0.178 -4.2% 4.066
Range 0.237 0.189 -0.048 -20.3% 0.596
ATR 0.179 0.180 0.001 0.4% 0.000
Volume 101,426 79,176 -22,250 -21.9% 619,824
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.687 4.562 4.163
R3 4.498 4.373 4.111
R2 4.309 4.309 4.094
R1 4.184 4.184 4.076 4.152
PP 4.120 4.120 4.120 4.104
S1 3.995 3.995 4.042 3.963
S2 3.931 3.931 4.024
S3 3.742 3.806 4.007
S4 3.553 3.617 3.955
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 4.278 3.951 0.327 8.1% 0.180 4.4% 33% False False 106,284
10 4.637 3.951 0.686 16.9% 0.194 4.8% 16% False False 125,846
20 4.637 3.951 0.686 16.9% 0.182 4.5% 16% False False 119,420
40 4.637 3.853 0.784 19.3% 0.178 4.4% 26% False False 92,193
60 4.637 3.853 0.784 19.3% 0.152 3.7% 26% False False 75,141
80 4.681 3.853 0.828 20.4% 0.145 3.6% 25% False False 61,833
100 5.468 3.853 1.615 39.8% 0.138 3.4% 13% False False 52,732
120 5.593 3.853 1.740 42.9% 0.135 3.3% 12% False False 46,486
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.048
2.618 4.740
1.618 4.551
1.000 4.434
0.618 4.362
HIGH 4.245
0.618 4.173
0.500 4.151
0.382 4.128
LOW 4.056
0.618 3.939
1.000 3.867
1.618 3.750
2.618 3.561
4.250 3.253
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 4.151 4.101
PP 4.120 4.087
S1 4.090 4.073

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

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