NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 06-Dec-2010
Day Change Summary
Previous Current
03-Dec-2010 06-Dec-2010 Change Change % Previous Week
Open 4.354 4.401 0.047 1.1% 4.428
High 4.396 4.533 0.137 3.1% 4.500
Low 4.290 4.395 0.105 2.4% 4.150
Close 4.359 4.488 0.129 3.0% 4.359
Range 0.106 0.138 0.032 30.2% 0.350
ATR 0.153 0.154 0.002 1.0% 0.000
Volume 32,966 24,886 -8,080 -24.5% 133,627
Daily Pivots for day following 06-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.886 4.825 4.564
R3 4.748 4.687 4.526
R2 4.610 4.610 4.513
R1 4.549 4.549 4.501 4.580
PP 4.472 4.472 4.472 4.487
S1 4.411 4.411 4.475 4.442
S2 4.334 4.334 4.463
S3 4.196 4.273 4.450
S4 4.058 4.135 4.412
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 4.533 4.150 0.383 8.5% 0.137 3.1% 88% True False 29,770
10 4.533 4.150 0.383 8.5% 0.156 3.5% 88% True False 26,008
20 4.533 3.913 0.620 13.8% 0.161 3.6% 93% True False 24,330
40 4.533 3.894 0.639 14.2% 0.141 3.2% 93% True False 19,932
60 4.678 3.894 0.784 17.5% 0.129 2.9% 76% False False 15,979
80 5.003 3.894 1.109 24.7% 0.122 2.7% 54% False False 12,976
100 5.434 3.894 1.540 34.3% 0.118 2.6% 39% False False 10,906
120 5.850 3.894 1.956 43.6% 0.119 2.6% 30% False False 9,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.120
2.618 4.894
1.618 4.756
1.000 4.671
0.618 4.618
HIGH 4.533
0.618 4.480
0.500 4.464
0.382 4.448
LOW 4.395
0.618 4.310
1.000 4.257
1.618 4.172
2.618 4.034
4.250 3.809
Fisher Pivots for day following 06-Dec-2010
Pivot 1 day 3 day
R1 4.480 4.449
PP 4.472 4.410
S1 4.464 4.371

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

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