NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 4.260 4.250 -0.010 -0.2% 4.373
High 4.283 4.253 -0.030 -0.7% 4.601
Low 4.210 4.044 -0.166 -3.9% 4.333
Close 4.235 4.077 -0.158 -3.7% 4.409
Range 0.073 0.209 0.136 186.3% 0.268
ATR 0.151 0.155 0.004 2.8% 0.000
Volume 34,158 30,910 -3,248 -9.5% 318,163
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.752 4.623 4.192
R3 4.543 4.414 4.134
R2 4.334 4.334 4.115
R1 4.205 4.205 4.096 4.165
PP 4.125 4.125 4.125 4.105
S1 3.996 3.996 4.058 3.956
S2 3.916 3.916 4.039
S3 3.707 3.787 4.020
S4 3.498 3.578 3.962
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 4.528 4.044 0.484 11.9% 0.153 3.8% 7% False True 54,773
10 4.601 4.044 0.557 13.7% 0.159 3.9% 6% False True 53,789
20 4.601 4.022 0.579 14.2% 0.157 3.9% 9% False False 37,717
40 4.601 3.854 0.747 18.3% 0.153 3.7% 30% False False 28,161
60 4.601 3.854 0.747 18.3% 0.131 3.2% 30% False False 22,543
80 4.613 3.854 0.759 18.6% 0.125 3.1% 29% False False 19,122
100 5.327 3.854 1.473 36.1% 0.120 2.9% 15% False False 16,439
120 5.458 3.854 1.604 39.3% 0.118 2.9% 14% False False 14,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.141
2.618 4.800
1.618 4.591
1.000 4.462
0.618 4.382
HIGH 4.253
0.618 4.173
0.500 4.149
0.382 4.124
LOW 4.044
0.618 3.915
1.000 3.835
1.618 3.706
2.618 3.497
4.250 3.156
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 4.149 4.233
PP 4.125 4.181
S1 4.101 4.129

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

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