NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 4.120 4.148 0.028 0.7% 4.426
High 4.194 4.210 0.016 0.4% 4.487
Low 4.029 4.105 0.076 1.9% 3.980
Close 4.191 4.152 -0.039 -0.9% 4.094
Range 0.165 0.105 -0.060 -36.4% 0.507
ATR 0.153 0.149 -0.003 -2.2% 0.000
Volume 16,168 17,955 1,787 11.1% 123,430
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.471 4.416 4.210
R3 4.366 4.311 4.181
R2 4.261 4.261 4.171
R1 4.206 4.206 4.162 4.234
PP 4.156 4.156 4.156 4.169
S1 4.101 4.101 4.142 4.129
S2 4.051 4.051 4.133
S3 3.946 3.996 4.123
S4 3.841 3.891 4.094
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 6.9% 0.162 3.9% 60% False False 21,286
10 4.487 3.980 0.507 12.2% 0.151 3.6% 34% False False 23,345
20 4.557 3.980 0.577 13.9% 0.152 3.7% 30% False False 24,415
40 4.557 3.879 0.678 16.3% 0.150 3.6% 40% False False 20,943
60 4.557 3.848 0.709 17.1% 0.129 3.1% 43% False False 17,261
80 4.557 3.848 0.709 17.1% 0.120 2.9% 43% False False 14,719
100 5.034 3.848 1.186 28.6% 0.113 2.7% 26% False False 12,800
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 4.656
2.618 4.485
1.618 4.380
1.000 4.315
0.618 4.275
HIGH 4.210
0.618 4.170
0.500 4.158
0.382 4.145
LOW 4.105
0.618 4.040
1.000 4.000
1.618 3.935
2.618 3.830
4.250 3.659
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 4.158 4.149
PP 4.156 4.145
S1 4.154 4.142

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

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