NYMEX Natural Gas Future April 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 4.076 4.220 0.144 3.5% 4.426
High 4.265 4.255 -0.010 -0.2% 4.487
Low 4.040 4.094 0.054 1.3% 3.980
Close 4.249 4.097 -0.152 -3.6% 4.094
Range 0.225 0.161 -0.064 -28.4% 0.507
ATR 0.151 0.152 0.001 0.5% 0.000
Volume 24,707 18,918 -5,789 -23.4% 123,430
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.632 4.525 4.186
R3 4.471 4.364 4.141
R2 4.310 4.310 4.127
R1 4.203 4.203 4.112 4.176
PP 4.149 4.149 4.149 4.135
S1 4.042 4.042 4.082 4.015
S2 3.988 3.988 4.067
S3 3.827 3.881 4.053
S4 3.666 3.720 4.008
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 4.265 3.980 0.285 7.0% 0.159 3.9% 41% False False 23,536
10 4.557 3.980 0.577 14.1% 0.167 4.1% 20% False False 28,133
20 4.557 3.980 0.577 14.1% 0.152 3.7% 20% False False 24,656
40 4.557 3.879 0.678 16.5% 0.148 3.6% 32% False False 20,651
60 4.557 3.848 0.709 17.3% 0.127 3.1% 35% False False 16,960
80 4.557 3.848 0.709 17.3% 0.119 2.9% 35% False False 14,450
100 5.116 3.848 1.268 30.9% 0.113 2.8% 20% False False 12,569
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.939
2.618 4.676
1.618 4.515
1.000 4.416
0.618 4.354
HIGH 4.255
0.618 4.193
0.500 4.175
0.382 4.156
LOW 4.094
0.618 3.995
1.000 3.933
1.618 3.834
2.618 3.673
4.250 3.410
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 4.175 4.123
PP 4.149 4.114
S1 4.123 4.106

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

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