NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 4.401 4.492 0.091 2.1% 4.428
High 4.533 4.547 0.014 0.3% 4.500
Low 4.395 4.395 0.000 0.0% 4.150
Close 4.488 4.401 -0.087 -1.9% 4.359
Range 0.138 0.152 0.014 10.1% 0.350
ATR 0.154 0.154 0.000 -0.1% 0.000
Volume 24,886 42,917 18,031 72.5% 133,627
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.904 4.804 4.485
R3 4.752 4.652 4.443
R2 4.600 4.600 4.429
R1 4.500 4.500 4.415 4.474
PP 4.448 4.448 4.448 4.435
S1 4.348 4.348 4.387 4.322
S2 4.296 4.296 4.373
S3 4.144 4.196 4.359
S4 3.992 4.044 4.317
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 4.547 4.181 0.366 8.3% 0.144 3.3% 60% True False 32,048
10 4.547 4.150 0.397 9.0% 0.156 3.6% 63% True False 27,938
20 4.547 3.913 0.634 14.4% 0.162 3.7% 77% True False 24,698
40 4.547 3.894 0.653 14.8% 0.144 3.3% 78% True False 20,563
60 4.678 3.894 0.784 17.8% 0.130 3.0% 65% False False 16,612
80 5.003 3.894 1.109 25.2% 0.123 2.8% 46% False False 13,482
100 5.434 3.894 1.540 35.0% 0.118 2.7% 33% False False 11,297
120 5.850 3.894 1.956 44.4% 0.119 2.7% 26% False False 9,768
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.193
2.618 4.945
1.618 4.793
1.000 4.699
0.618 4.641
HIGH 4.547
0.618 4.489
0.500 4.471
0.382 4.453
LOW 4.395
0.618 4.301
1.000 4.243
1.618 4.149
2.618 3.997
4.250 3.749
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 4.471 4.419
PP 4.448 4.413
S1 4.424 4.407

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

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