NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 4.458 4.410 -0.048 -1.1% 4.373
High 4.528 4.421 -0.107 -2.4% 4.601
Low 4.322 4.263 -0.059 -1.4% 4.333
Close 4.415 4.268 -0.147 -3.3% 4.409
Range 0.206 0.158 -0.048 -23.3% 0.268
ATR 0.157 0.157 0.000 0.1% 0.000
Volume 59,635 63,996 4,361 7.3% 318,163
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.791 4.688 4.355
R3 4.633 4.530 4.311
R2 4.475 4.475 4.297
R1 4.372 4.372 4.282 4.345
PP 4.317 4.317 4.317 4.304
S1 4.214 4.214 4.254 4.187
S2 4.159 4.159 4.239
S3 4.001 4.056 4.225
S4 3.843 3.898 4.181
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.252 5.098 4.556
R3 4.984 4.830 4.483
R2 4.716 4.716 4.458
R1 4.562 4.562 4.434 4.639
PP 4.448 4.448 4.448 4.486
S1 4.294 4.294 4.384 4.371
S2 4.180 4.180 4.360
S3 3.912 4.026 4.335
S4 3.644 3.758 4.262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.601 4.263 0.338 7.9% 0.187 4.4% 1% False True 75,782
10 4.601 4.151 0.450 10.5% 0.160 3.8% 26% False False 52,637
20 4.601 3.957 0.644 15.1% 0.159 3.7% 48% False False 36,067
40 4.601 3.854 0.747 17.5% 0.149 3.5% 55% False False 26,968
60 4.601 3.854 0.747 17.5% 0.129 3.0% 55% False False 21,753
80 4.653 3.854 0.799 18.7% 0.123 2.9% 52% False False 18,417
100 5.327 3.854 1.473 34.5% 0.119 2.8% 28% False False 15,844
120 5.582 3.854 1.728 40.5% 0.117 2.7% 24% False False 13,915
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 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.093
2.618 4.835
1.618 4.677
1.000 4.579
0.618 4.519
HIGH 4.421
0.618 4.361
0.500 4.342
0.382 4.323
LOW 4.263
0.618 4.165
1.000 4.105
1.618 4.007
2.618 3.849
4.250 3.592
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 4.342 4.396
PP 4.317 4.353
S1 4.293 4.311

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

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