NYMEX Natural Gas Future April 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 4.426 4.380 -0.046 -1.0% 4.333
High 4.487 4.385 -0.102 -2.3% 4.557
Low 4.290 4.239 -0.051 -1.2% 4.303
Close 4.381 4.242 -0.139 -3.2% 4.375
Range 0.197 0.146 -0.051 -25.9% 0.254
ATR 0.147 0.147 0.000 -0.1% 0.000
Volume 23,915 25,456 1,541 6.4% 165,441
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.727 4.630 4.322
R3 4.581 4.484 4.282
R2 4.435 4.435 4.269
R1 4.338 4.338 4.255 4.314
PP 4.289 4.289 4.289 4.276
S1 4.192 4.192 4.229 4.168
S2 4.143 4.143 4.215
S3 3.997 4.046 4.202
S4 3.851 3.900 4.162
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.174 5.028 4.515
R3 4.920 4.774 4.445
R2 4.666 4.666 4.422
R1 4.520 4.520 4.398 4.593
PP 4.412 4.412 4.412 4.448
S1 4.266 4.266 4.352 4.339
S2 4.158 4.158 4.328
S3 3.904 4.012 4.305
S4 3.650 3.758 4.235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.557 4.239 0.318 7.5% 0.175 4.1% 1% False True 32,731
10 4.557 4.123 0.434 10.2% 0.149 3.5% 27% False False 28,524
20 4.557 3.938 0.619 14.6% 0.150 3.5% 49% False False 22,826
40 4.557 3.848 0.709 16.7% 0.140 3.3% 56% False False 18,844
60 4.557 3.848 0.709 16.7% 0.121 2.8% 56% False False 15,527
80 4.557 3.848 0.709 16.7% 0.114 2.7% 56% False False 13,354
100 5.116 3.848 1.268 29.9% 0.109 2.6% 31% False False 11,643
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.006
2.618 4.767
1.618 4.621
1.000 4.531
0.618 4.475
HIGH 4.385
0.618 4.329
0.500 4.312
0.382 4.295
LOW 4.239
0.618 4.149
1.000 4.093
1.618 4.003
2.618 3.857
4.250 3.619
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 4.312 4.363
PP 4.289 4.323
S1 4.265 4.282

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

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