NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 4.220 4.120 -0.100 -2.4% 4.426
High 4.255 4.194 -0.061 -1.4% 4.487
Low 4.094 4.029 -0.065 -1.6% 3.980
Close 4.097 4.191 0.094 2.3% 4.094
Range 0.161 0.165 0.004 2.5% 0.507
ATR 0.152 0.153 0.001 0.6% 0.000
Volume 18,918 16,168 -2,750 -14.5% 123,430
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.633 4.577 4.282
R3 4.468 4.412 4.236
R2 4.303 4.303 4.221
R1 4.247 4.247 4.206 4.275
PP 4.138 4.138 4.138 4.152
S1 4.082 4.082 4.176 4.110
S2 3.973 3.973 4.161
S3 3.808 3.917 4.146
S4 3.643 3.752 4.100
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 6.8% 0.179 4.3% 74% False False 22,280
10 4.557 3.980 0.577 13.8% 0.161 3.8% 37% False False 25,949
20 4.557 3.980 0.577 13.8% 0.154 3.7% 37% False False 24,466
40 4.557 3.879 0.678 16.2% 0.149 3.6% 46% False False 20,838
60 4.557 3.848 0.709 16.9% 0.128 3.1% 48% False False 17,067
80 4.557 3.848 0.709 16.9% 0.120 2.9% 48% False False 14,590
100 5.037 3.848 1.189 28.4% 0.113 2.7% 29% False False 12,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.895
2.618 4.626
1.618 4.461
1.000 4.359
0.618 4.296
HIGH 4.194
0.618 4.131
0.500 4.112
0.382 4.092
LOW 4.029
0.618 3.927
1.000 3.864
1.618 3.762
2.618 3.597
4.250 3.328
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 4.165 4.176
PP 4.138 4.162
S1 4.112 4.147

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

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