NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 4.119 4.162 0.043 1.0% 4.458
High 4.199 4.212 0.013 0.3% 4.528
Low 4.028 4.105 0.077 1.9% 3.980
Close 4.196 4.149 -0.047 -1.1% 4.100
Range 0.171 0.107 -0.064 -37.4% 0.548
ATR 0.162 0.158 -0.004 -2.4% 0.000
Volume 22,880 23,545 665 2.9% 230,353
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.476 4.420 4.208
R3 4.369 4.313 4.178
R2 4.262 4.262 4.169
R1 4.206 4.206 4.159 4.181
PP 4.155 4.155 4.155 4.143
S1 4.099 4.099 4.139 4.074
S2 4.048 4.048 4.129
S3 3.941 3.992 4.120
S4 3.834 3.885 4.090
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 4.275 3.980 0.295 7.1% 0.168 4.0% 57% False False 30,638
10 4.528 3.980 0.548 13.2% 0.161 3.9% 31% False False 42,706
20 4.601 3.980 0.621 15.0% 0.161 3.9% 27% False False 39,793
40 4.601 3.890 0.711 17.1% 0.159 3.8% 36% False False 30,607
60 4.601 3.854 0.747 18.0% 0.137 3.3% 39% False False 24,467
80 4.613 3.854 0.759 18.3% 0.129 3.1% 39% False False 20,623
100 5.183 3.854 1.329 32.0% 0.122 2.9% 22% False False 17,582
120 5.399 3.854 1.545 37.2% 0.119 2.9% 19% False False 15,447
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 0.039
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.667
2.618 4.492
1.618 4.385
1.000 4.319
0.618 4.278
HIGH 4.212
0.618 4.171
0.500 4.159
0.382 4.146
LOW 4.105
0.618 4.039
1.000 3.998
1.618 3.932
2.618 3.825
4.250 3.650
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 4.159 4.148
PP 4.155 4.147
S1 4.152 4.147

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

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