NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 4.200 4.220 0.020 0.5% 4.300
High 4.237 4.289 0.052 1.2% 4.454
Low 4.125 4.151 0.026 0.6% 4.255
Close 4.169 4.243 0.074 1.8% 4.374
Range 0.112 0.138 0.026 23.2% 0.199
ATR 0.146 0.146 -0.001 -0.4% 0.000
Volume 20,890 22,647 1,757 8.4% 91,793
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.642 4.580 4.319
R3 4.504 4.442 4.281
R2 4.366 4.366 4.268
R1 4.304 4.304 4.256 4.335
PP 4.228 4.228 4.228 4.243
S1 4.166 4.166 4.230 4.197
S2 4.090 4.090 4.218
S3 3.952 4.028 4.205
S4 3.814 3.890 4.167
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.958 4.865 4.483
R3 4.759 4.666 4.429
R2 4.560 4.560 4.410
R1 4.467 4.467 4.392 4.514
PP 4.361 4.361 4.361 4.384
S1 4.268 4.268 4.356 4.315
S2 4.162 4.162 4.338
S3 3.963 4.069 4.319
S4 3.764 3.870 4.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.454 4.125 0.329 7.8% 0.156 3.7% 36% False False 18,982
10 4.454 3.963 0.491 11.6% 0.160 3.8% 57% False False 19,791
20 4.454 3.890 0.564 13.3% 0.147 3.5% 63% False False 21,591
40 4.454 3.854 0.600 14.1% 0.133 3.1% 65% False False 17,630
60 4.613 3.854 0.759 17.9% 0.122 2.9% 51% False False 14,993
80 4.918 3.854 1.064 25.1% 0.114 2.7% 37% False False 12,664
100 5.327 3.854 1.473 34.7% 0.113 2.7% 26% False False 11,151
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.876
2.618 4.650
1.618 4.512
1.000 4.427
0.618 4.374
HIGH 4.289
0.618 4.236
0.500 4.220
0.382 4.204
LOW 4.151
0.618 4.066
1.000 4.013
1.618 3.928
2.618 3.790
4.250 3.565
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 4.235 4.290
PP 4.228 4.274
S1 4.220 4.259

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

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