NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 4.439 4.289 -0.150 -3.4% 4.401
High 4.447 4.300 -0.147 -3.3% 4.635
Low 4.280 4.223 -0.057 -1.3% 4.354
Close 4.284 4.251 -0.033 -0.8% 4.428
Range 0.167 0.077 -0.090 -53.9% 0.281
ATR 0.167 0.160 -0.006 -3.8% 0.000
Volume 72,950 77,521 4,571 6.3% 286,592
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.489 4.447 4.293
R3 4.412 4.370 4.272
R2 4.335 4.335 4.265
R1 4.293 4.293 4.258 4.276
PP 4.258 4.258 4.258 4.249
S1 4.216 4.216 4.244 4.199
S2 4.181 4.181 4.237
S3 4.104 4.139 4.230
S4 4.027 4.062 4.209
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 4.223 0.412 9.7% 0.162 3.8% 7% False True 69,932
10 4.635 4.209 0.426 10.0% 0.163 3.8% 10% False False 55,399
20 4.635 3.983 0.652 15.3% 0.168 3.9% 41% False False 39,128
40 4.635 3.894 0.741 17.4% 0.158 3.7% 48% False False 28,849
60 4.635 3.894 0.741 17.4% 0.136 3.2% 48% False False 23,122
80 4.678 3.894 0.784 18.4% 0.129 3.0% 46% False False 18,586
100 5.434 3.894 1.540 36.2% 0.124 2.9% 23% False False 15,424
120 5.639 3.894 1.745 41.0% 0.122 2.9% 20% False False 13,153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.041
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.627
2.618 4.502
1.618 4.425
1.000 4.377
0.618 4.348
HIGH 4.300
0.618 4.271
0.500 4.262
0.382 4.252
LOW 4.223
0.618 4.175
1.000 4.146
1.618 4.098
2.618 4.021
4.250 3.896
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 4.262 4.389
PP 4.258 4.343
S1 4.255 4.297

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

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