NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 4.271 4.058 -0.213 -5.0% 4.460
High 4.271 4.142 -0.129 -3.0% 4.554
Low 4.048 3.985 -0.063 -1.6% 3.985
Close 4.084 4.103 0.019 0.5% 4.103
Range 0.223 0.157 -0.066 -29.6% 0.569
ATR 0.165 0.164 -0.001 -0.3% 0.000
Volume 87,055 98,932 11,877 13.6% 387,027
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.548 4.482 4.189
R3 4.391 4.325 4.146
R2 4.234 4.234 4.132
R1 4.168 4.168 4.117 4.201
PP 4.077 4.077 4.077 4.093
S1 4.011 4.011 4.089 4.044
S2 3.920 3.920 4.074
S3 3.763 3.854 4.060
S4 3.606 3.697 4.017
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.921 5.581 4.416
R3 5.352 5.012 4.259
R2 4.783 4.783 4.207
R1 4.443 4.443 4.155 4.329
PP 4.214 4.214 4.214 4.157
S1 3.874 3.874 4.051 3.760
S2 3.645 3.645 3.999
S3 3.076 3.305 3.947
S4 2.507 2.736 3.790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.554 3.985 0.569 13.9% 0.169 4.1% 21% False True 77,405
10 4.635 3.985 0.650 15.8% 0.173 4.2% 18% False True 67,361
20 4.635 3.985 0.650 15.8% 0.167 4.1% 18% False True 46,698
40 4.635 3.894 0.741 18.1% 0.162 3.9% 28% False False 33,056
60 4.635 3.894 0.741 18.1% 0.139 3.4% 28% False False 26,051
80 4.678 3.894 0.784 19.1% 0.131 3.2% 27% False False 20,838
100 5.434 3.894 1.540 37.5% 0.126 3.1% 14% False False 17,265
120 5.570 3.894 1.676 40.8% 0.123 3.0% 12% False False 14,683
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.809
2.618 4.553
1.618 4.396
1.000 4.299
0.618 4.239
HIGH 4.142
0.618 4.082
0.500 4.064
0.382 4.045
LOW 3.985
0.618 3.888
1.000 3.828
1.618 3.731
2.618 3.574
4.250 3.318
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 4.090 4.143
PP 4.077 4.129
S1 4.064 4.116

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

View Archives - Comment on this page... - Back to Index of Symbols