NYMEX Natural Gas Future April 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 4.035 4.076 0.041 1.0% 4.426
High 4.132 4.265 0.133 3.2% 4.487
Low 3.980 4.040 0.060 1.5% 3.980
Close 4.094 4.249 0.155 3.8% 4.094
Range 0.152 0.225 0.073 48.0% 0.507
ATR 0.145 0.151 0.006 3.9% 0.000
Volume 28,684 24,707 -3,977 -13.9% 123,430
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.860 4.779 4.373
R3 4.635 4.554 4.311
R2 4.410 4.410 4.290
R1 4.329 4.329 4.270 4.370
PP 4.185 4.185 4.185 4.205
S1 4.104 4.104 4.228 4.145
S2 3.960 3.960 4.208
S3 3.735 3.879 4.187
S4 3.510 3.654 4.125
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.708 5.408 4.373
R3 5.201 4.901 4.233
R2 4.694 4.694 4.187
R1 4.394 4.394 4.140 4.291
PP 4.187 4.187 4.187 4.135
S1 3.887 3.887 4.048 3.784
S2 3.680 3.680 4.001
S3 3.173 3.380 3.955
S4 2.666 2.873 3.815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.385 3.980 0.405 9.5% 0.156 3.7% 66% False False 24,844
10 4.557 3.980 0.577 13.6% 0.165 3.9% 47% False False 29,510
20 4.557 3.980 0.577 13.6% 0.150 3.5% 47% False False 24,691
40 4.557 3.848 0.709 16.7% 0.147 3.5% 57% False False 20,397
60 4.557 3.848 0.709 16.7% 0.125 3.0% 57% False False 16,723
80 4.557 3.848 0.709 16.7% 0.119 2.8% 57% False False 14,293
100 5.116 3.848 1.268 29.8% 0.113 2.6% 32% False False 12,444
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 15 trading days
Fibonacci Retracements and Extensions
4.250 5.221
2.618 4.854
1.618 4.629
1.000 4.490
0.618 4.404
HIGH 4.265
0.618 4.179
0.500 4.153
0.382 4.126
LOW 4.040
0.618 3.901
1.000 3.815
1.618 3.676
2.618 3.451
4.250 3.084
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 4.217 4.207
PP 4.185 4.165
S1 4.153 4.123

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

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