NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 4.310 4.354 0.044 1.0% 4.428
High 4.383 4.396 0.013 0.3% 4.500
Low 4.209 4.290 0.081 1.9% 4.150
Close 4.350 4.359 0.009 0.2% 4.359
Range 0.174 0.106 -0.068 -39.1% 0.350
ATR 0.156 0.153 -0.004 -2.3% 0.000
Volume 33,397 32,966 -431 -1.3% 133,627
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.666 4.619 4.417
R3 4.560 4.513 4.388
R2 4.454 4.454 4.378
R1 4.407 4.407 4.369 4.431
PP 4.348 4.348 4.348 4.360
S1 4.301 4.301 4.349 4.325
S2 4.242 4.242 4.340
S3 4.136 4.195 4.330
S4 4.030 4.089 4.301
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.386 5.223 4.552
R3 5.036 4.873 4.455
R2 4.686 4.686 4.423
R1 4.523 4.523 4.391 4.430
PP 4.336 4.336 4.336 4.290
S1 4.173 4.173 4.327 4.080
S2 3.986 3.986 4.295
S3 3.636 3.823 4.263
S4 3.286 3.473 4.167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.500 4.150 0.350 8.0% 0.171 3.9% 60% False False 26,725
10 4.512 4.150 0.362 8.3% 0.160 3.7% 58% False False 26,035
20 4.512 3.913 0.599 13.7% 0.158 3.6% 74% False False 24,863
40 4.512 3.894 0.618 14.2% 0.141 3.2% 75% False False 19,884
60 4.678 3.894 0.784 18.0% 0.128 2.9% 59% False False 15,746
80 5.003 3.894 1.109 25.4% 0.121 2.8% 42% False False 12,722
100 5.434 3.894 1.540 35.3% 0.118 2.7% 30% False False 10,681
120 5.850 3.894 1.956 44.9% 0.119 2.7% 24% False False 9,245
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 0.048
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.847
2.618 4.674
1.618 4.568
1.000 4.502
0.618 4.462
HIGH 4.396
0.618 4.356
0.500 4.343
0.382 4.330
LOW 4.290
0.618 4.224
1.000 4.184
1.618 4.118
2.618 4.012
4.250 3.840
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 4.354 4.336
PP 4.348 4.312
S1 4.343 4.289

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

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