NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 4.275 4.322 0.047 1.1% 4.370
High 4.340 4.352 0.012 0.3% 4.454
Low 4.179 4.258 0.079 1.9% 4.125
Close 4.312 4.324 0.012 0.3% 4.324
Range 0.161 0.094 -0.067 -41.6% 0.329
ATR 0.147 0.143 -0.004 -2.6% 0.000
Volume 30,908 31,028 120 0.4% 112,101
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.593 4.553 4.376
R3 4.499 4.459 4.350
R2 4.405 4.405 4.341
R1 4.365 4.365 4.333 4.385
PP 4.311 4.311 4.311 4.322
S1 4.271 4.271 4.315 4.291
S2 4.217 4.217 4.307
S3 4.123 4.177 4.298
S4 4.029 4.083 4.272
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.288 5.135 4.505
R3 4.959 4.806 4.414
R2 4.630 4.630 4.384
R1 4.477 4.477 4.354 4.389
PP 4.301 4.301 4.301 4.257
S1 4.148 4.148 4.294 4.060
S2 3.972 3.972 4.264
S3 3.643 3.819 4.234
S4 3.314 3.490 4.143
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 7.6% 0.160 3.7% 60% False False 22,420
10 4.454 4.124 0.330 7.6% 0.148 3.4% 61% False False 22,434
20 4.454 3.890 0.564 13.0% 0.148 3.4% 77% False False 22,781
40 4.454 3.854 0.600 13.9% 0.133 3.1% 78% False False 18,604
60 4.613 3.854 0.759 17.6% 0.123 2.8% 62% False False 15,707
80 4.914 3.854 1.060 24.5% 0.116 2.7% 44% False False 13,291
100 5.327 3.854 1.473 34.1% 0.114 2.6% 32% False False 11,676
120 5.749 3.854 1.895 43.8% 0.114 2.6% 25% False False 10,704
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.048
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.752
2.618 4.598
1.618 4.504
1.000 4.446
0.618 4.410
HIGH 4.352
0.618 4.316
0.500 4.305
0.382 4.294
LOW 4.258
0.618 4.200
1.000 4.164
1.618 4.106
2.618 4.012
4.250 3.859
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 4.318 4.300
PP 4.311 4.276
S1 4.305 4.252

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

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