NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 4.050 4.081 0.031 0.8% 4.458
High 4.137 4.275 0.138 3.3% 4.528
Low 3.980 4.045 0.065 1.6% 3.980
Close 4.100 4.260 0.160 3.9% 4.100
Range 0.157 0.230 0.073 46.5% 0.548
ATR 0.155 0.160 0.005 3.5% 0.000
Volume 41,654 32,929 -8,725 -20.9% 230,353
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.883 4.802 4.387
R3 4.653 4.572 4.323
R2 4.423 4.423 4.302
R1 4.342 4.342 4.281 4.383
PP 4.193 4.193 4.193 4.214
S1 4.112 4.112 4.239 4.153
S2 3.963 3.963 4.218
S3 3.733 3.882 4.197
S4 3.503 3.652 4.134
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.847 5.521 4.401
R3 5.299 4.973 4.251
R2 4.751 4.751 4.200
R1 4.425 4.425 4.150 4.314
PP 4.203 4.203 4.203 4.147
S1 3.877 3.877 4.050 3.766
S2 3.655 3.655 4.000
S3 3.107 3.329 3.949
S4 2.559 2.781 3.799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 3.980 0.441 10.4% 0.165 3.9% 63% False False 40,729
10 4.601 3.980 0.621 14.6% 0.175 4.1% 45% False False 55,870
20 4.601 3.980 0.621 14.6% 0.160 3.7% 45% False False 39,266
40 4.601 3.854 0.747 17.5% 0.156 3.7% 54% False False 29,490
60 4.601 3.854 0.747 17.5% 0.134 3.1% 54% False False 23,565
80 4.613 3.854 0.759 17.8% 0.128 3.0% 53% False False 19,904
100 5.327 3.854 1.473 34.6% 0.122 2.9% 28% False False 17,025
120 5.458 3.854 1.604 37.7% 0.119 2.8% 25% False False 14,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.253
2.618 4.877
1.618 4.647
1.000 4.505
0.618 4.417
HIGH 4.275
0.618 4.187
0.500 4.160
0.382 4.133
LOW 4.045
0.618 3.903
1.000 3.815
1.618 3.673
2.618 3.443
4.250 3.068
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 4.227 4.216
PP 4.193 4.172
S1 4.160 4.128

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

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