NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 4.090 4.265 0.175 4.3% 4.460
High 4.277 4.269 -0.008 -0.2% 4.554
Low 4.052 4.081 0.029 0.7% 3.985
Close 4.264 4.084 -0.180 -4.2% 4.103
Range 0.225 0.188 -0.037 -16.4% 0.569
ATR 0.168 0.170 0.001 0.8% 0.000
Volume 58,031 58,827 796 1.4% 387,027
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.709 4.584 4.187
R3 4.521 4.396 4.136
R2 4.333 4.333 4.118
R1 4.208 4.208 4.101 4.177
PP 4.145 4.145 4.145 4.129
S1 4.020 4.020 4.067 3.989
S2 3.957 3.957 4.050
S3 3.769 3.832 4.032
S4 3.581 3.644 3.981
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 4.300 3.985 0.315 7.7% 0.174 4.3% 31% False False 76,073
10 4.635 3.985 0.650 15.9% 0.186 4.5% 15% False False 72,267
20 4.635 3.985 0.650 15.9% 0.171 4.2% 15% False False 50,103
40 4.635 3.913 0.722 17.7% 0.166 4.1% 24% False False 35,392
60 4.635 3.894 0.741 18.1% 0.142 3.5% 26% False False 27,866
80 4.678 3.894 0.784 19.2% 0.134 3.3% 24% False False 22,178
100 5.434 3.894 1.540 37.7% 0.128 3.1% 12% False False 18,360
120 5.560 3.894 1.666 40.8% 0.124 3.0% 11% False False 15,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.068
2.618 4.761
1.618 4.573
1.000 4.457
0.618 4.385
HIGH 4.269
0.618 4.197
0.500 4.175
0.382 4.153
LOW 4.081
0.618 3.965
1.000 3.893
1.618 3.777
2.618 3.589
4.250 3.282
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 4.175 4.131
PP 4.145 4.115
S1 4.114 4.100

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

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