NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 4.291 4.310 0.019 0.4% 4.090
High 4.310 4.364 0.054 1.3% 4.277
Low 4.216 4.235 0.019 0.5% 4.019
Close 4.287 4.338 0.051 1.2% 4.133
Range 0.094 0.129 0.035 37.2% 0.258
ATR 0.162 0.159 -0.002 -1.4% 0.000
Volume 66,955 75,035 8,080 12.1% 225,840
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.699 4.648 4.409
R3 4.570 4.519 4.373
R2 4.441 4.441 4.362
R1 4.390 4.390 4.350 4.416
PP 4.312 4.312 4.312 4.325
S1 4.261 4.261 4.326 4.287
S2 4.183 4.183 4.314
S3 4.054 4.132 4.303
S4 3.925 4.003 4.267
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.917 4.783 4.275
R3 4.659 4.525 4.204
R2 4.401 4.401 4.180
R1 4.267 4.267 4.157 4.334
PP 4.143 4.143 4.143 4.177
S1 4.009 4.009 4.109 4.076
S2 3.885 3.885 4.086
S3 3.627 3.751 4.062
S4 3.369 3.493 3.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.364 4.040 0.324 7.5% 0.135 3.1% 92% True False 60,103
10 4.364 3.985 0.379 8.7% 0.164 3.8% 93% True False 66,947
20 4.635 3.985 0.650 15.0% 0.164 3.8% 54% False False 61,173
40 4.635 3.913 0.722 16.6% 0.160 3.7% 59% False False 42,445
60 4.635 3.894 0.741 17.1% 0.148 3.4% 60% False False 33,015
80 4.678 3.894 0.784 18.1% 0.136 3.1% 57% False False 26,378
100 5.010 3.894 1.116 25.7% 0.128 3.0% 40% False False 21,843
120 5.434 3.894 1.540 35.5% 0.125 2.9% 29% False False 18,575
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 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.912
2.618 4.702
1.618 4.573
1.000 4.493
0.618 4.444
HIGH 4.364
0.618 4.315
0.500 4.300
0.382 4.284
LOW 4.235
0.618 4.155
1.000 4.106
1.618 4.026
2.618 3.897
4.250 3.687
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 4.325 4.305
PP 4.312 4.271
S1 4.300 4.238

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

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