NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 4.414 4.460 0.046 1.0% 4.401
High 4.482 4.554 0.072 1.6% 4.635
Low 4.354 4.335 -0.019 -0.4% 4.354
Close 4.428 4.434 0.006 0.1% 4.428
Range 0.128 0.219 0.091 71.1% 0.281
ATR 0.162 0.166 0.004 2.5% 0.000
Volume 73,176 50,569 -22,607 -30.9% 286,592
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.098 4.985 4.554
R3 4.879 4.766 4.494
R2 4.660 4.660 4.474
R1 4.547 4.547 4.454 4.494
PP 4.441 4.441 4.441 4.415
S1 4.328 4.328 4.414 4.275
S2 4.222 4.222 4.394
S3 4.003 4.109 4.374
S4 3.784 3.890 4.314
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.315 5.153 4.583
R3 5.034 4.872 4.505
R2 4.753 4.753 4.480
R1 4.591 4.591 4.454 4.672
PP 4.472 4.472 4.472 4.513
S1 4.310 4.310 4.402 4.391
S2 4.191 4.191 4.376
S3 3.910 4.029 4.351
S4 3.629 3.748 4.273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.635 4.335 0.300 6.8% 0.194 4.4% 33% False True 62,455
10 4.635 4.150 0.485 10.9% 0.166 3.7% 59% False False 46,112
20 4.635 3.913 0.722 16.3% 0.169 3.8% 72% False False 33,148
40 4.635 3.894 0.741 16.7% 0.155 3.5% 73% False False 25,618
60 4.635 3.894 0.741 16.7% 0.135 3.1% 73% False False 20,766
80 4.777 3.894 0.883 19.9% 0.127 2.9% 61% False False 16,761
100 5.434 3.894 1.540 34.7% 0.123 2.8% 35% False False 13,940
120 5.687 3.894 1.793 40.4% 0.121 2.7% 30% False False 11,923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.485
2.618 5.127
1.618 4.908
1.000 4.773
0.618 4.689
HIGH 4.554
0.618 4.470
0.500 4.445
0.382 4.419
LOW 4.335
0.618 4.200
1.000 4.116
1.618 3.981
2.618 3.762
4.250 3.404
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 4.445 4.485
PP 4.441 4.468
S1 4.438 4.451

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

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