NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 4.081 4.265 0.184 4.5% 4.458
High 4.275 4.265 -0.010 -0.2% 4.528
Low 4.045 4.092 0.047 1.2% 3.980
Close 4.260 4.096 -0.164 -3.8% 4.100
Range 0.230 0.173 -0.057 -24.8% 0.548
ATR 0.160 0.161 0.001 0.6% 0.000
Volume 32,929 32,185 -744 -2.3% 230,353
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.670 4.556 4.191
R3 4.497 4.383 4.144
R2 4.324 4.324 4.128
R1 4.210 4.210 4.112 4.181
PP 4.151 4.151 4.151 4.136
S1 4.037 4.037 4.080 4.008
S2 3.978 3.978 4.064
S3 3.805 3.864 4.048
S4 3.632 3.691 4.001
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 4.283 3.980 0.303 7.4% 0.168 4.1% 38% False False 34,367
10 4.601 3.980 0.621 15.2% 0.178 4.3% 19% False False 55,074
20 4.601 3.980 0.621 15.2% 0.161 3.9% 19% False False 39,786
40 4.601 3.890 0.711 17.4% 0.157 3.8% 29% False False 30,047
60 4.601 3.854 0.747 18.2% 0.135 3.3% 32% False False 24,021
80 4.613 3.854 0.759 18.5% 0.129 3.1% 32% False False 20,204
100 5.327 3.854 1.473 36.0% 0.122 3.0% 16% False False 17,263
120 5.458 3.854 1.604 39.2% 0.119 2.9% 15% False False 15,145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.000
2.618 4.718
1.618 4.545
1.000 4.438
0.618 4.372
HIGH 4.265
0.618 4.199
0.500 4.179
0.382 4.158
LOW 4.092
0.618 3.985
1.000 3.919
1.618 3.812
2.618 3.639
4.250 3.357
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 4.179 4.128
PP 4.151 4.117
S1 4.124 4.107

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

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