NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 4.120 4.205 0.085 2.1% 4.031
High 4.228 4.249 0.021 0.5% 4.187
Low 4.058 4.018 -0.040 -1.0% 3.743
Close 4.210 4.046 -0.164 -3.9% 3.937
Range 0.170 0.231 0.061 35.9% 0.444
ATR 0.156 0.162 0.005 3.4% 0.000
Volume 143,470 138,226 -5,244 -3.7% 559,702
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.797 4.653 4.173
R3 4.566 4.422 4.110
R2 4.335 4.335 4.088
R1 4.191 4.191 4.067 4.148
PP 4.104 4.104 4.104 4.083
S1 3.960 3.960 4.025 3.917
S2 3.873 3.873 4.004
S3 3.642 3.729 3.982
S4 3.411 3.498 3.919
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.288 5.056 4.181
R3 4.844 4.612 4.059
R2 4.400 4.400 4.018
R1 4.168 4.168 3.978 4.062
PP 3.956 3.956 3.956 3.903
S1 3.724 3.724 3.896 3.618
S2 3.512 3.512 3.856
S3 3.068 3.280 3.815
S4 2.624 2.836 3.693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 3.743 0.506 12.5% 0.171 4.2% 60% True False 127,536
10 4.249 3.656 0.593 14.7% 0.202 5.0% 66% True False 126,226
20 4.249 3.500 0.749 18.5% 0.164 4.0% 73% True False 99,397
40 4.500 3.500 1.000 24.7% 0.142 3.5% 55% False False 68,627
60 4.840 3.500 1.340 33.1% 0.133 3.3% 41% False False 52,407
80 5.336 3.500 1.836 45.4% 0.129 3.2% 30% False False 43,617
100 5.570 3.500 2.070 51.2% 0.131 3.2% 26% False False 36,627
120 5.762 3.500 2.262 55.9% 0.133 3.3% 24% False False 31,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.064
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.231
2.618 4.854
1.618 4.623
1.000 4.480
0.618 4.392
HIGH 4.249
0.618 4.161
0.500 4.134
0.382 4.106
LOW 4.018
0.618 3.875
1.000 3.787
1.618 3.644
2.618 3.413
4.250 3.036
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 4.134 4.093
PP 4.104 4.077
S1 4.075 4.062

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

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