NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 4.380 4.230 -0.150 -3.4% 4.333
High 4.385 4.252 -0.133 -3.0% 4.557
Low 4.239 4.185 -0.054 -1.3% 4.303
Close 4.242 4.216 -0.026 -0.6% 4.375
Range 0.146 0.067 -0.079 -54.1% 0.254
ATR 0.147 0.141 -0.006 -3.9% 0.000
Volume 25,456 22,452 -3,004 -11.8% 165,441
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.419 4.384 4.253
R3 4.352 4.317 4.234
R2 4.285 4.285 4.228
R1 4.250 4.250 4.222 4.234
PP 4.218 4.218 4.218 4.210
S1 4.183 4.183 4.210 4.167
S2 4.151 4.151 4.204
S3 4.084 4.116 4.198
S4 4.017 4.049 4.179
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 4.185 0.372 8.8% 0.144 3.4% 8% False True 29,618
10 4.557 4.149 0.408 9.7% 0.143 3.4% 16% False False 29,162
20 4.557 3.940 0.617 14.6% 0.148 3.5% 45% False False 23,233
40 4.557 3.848 0.709 16.8% 0.141 3.3% 52% False False 19,168
60 4.557 3.848 0.709 16.8% 0.120 2.8% 52% False False 15,780
80 4.557 3.848 0.709 16.8% 0.114 2.7% 52% False False 13,592
100 5.116 3.848 1.268 30.1% 0.109 2.6% 29% False False 11,841
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.037
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.537
2.618 4.427
1.618 4.360
1.000 4.319
0.618 4.293
HIGH 4.252
0.618 4.226
0.500 4.219
0.382 4.211
LOW 4.185
0.618 4.144
1.000 4.118
1.618 4.077
2.618 4.010
4.250 3.900
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 4.219 4.336
PP 4.218 4.296
S1 4.217 4.256

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

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