NYMEX Natural Gas Future January 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 4.020 4.052 0.032 0.8% 4.444
High 4.110 4.250 0.140 3.4% 4.547
Low 3.951 4.013 0.062 1.6% 3.951
Close 4.066 4.237 0.171 4.2% 4.066
Range 0.159 0.237 0.078 49.1% 0.596
ATR 0.175 0.179 0.004 2.6% 0.000
Volume 106,654 101,426 -5,228 -4.9% 619,824
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.878 4.794 4.367
R3 4.641 4.557 4.302
R2 4.404 4.404 4.280
R1 4.320 4.320 4.259 4.362
PP 4.167 4.167 4.167 4.188
S1 4.083 4.083 4.215 4.125
S2 3.930 3.930 4.194
S3 3.693 3.846 4.172
S4 3.456 3.609 4.107
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.976 5.617 4.394
R3 5.380 5.021 4.230
R2 4.784 4.784 4.175
R1 4.425 4.425 4.121 4.307
PP 4.188 4.188 4.188 4.129
S1 3.829 3.829 4.011 3.711
S2 3.592 3.592 3.957
S3 2.996 3.233 3.902
S4 2.400 2.637 3.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.439 3.951 0.488 11.5% 0.180 4.3% 59% False False 114,008
10 4.637 3.951 0.686 16.2% 0.191 4.5% 42% False False 131,125
20 4.637 3.951 0.686 16.2% 0.180 4.3% 42% False False 119,739
40 4.637 3.853 0.784 18.5% 0.176 4.2% 49% False False 90,810
60 4.637 3.853 0.784 18.5% 0.151 3.6% 49% False False 74,062
80 4.681 3.853 0.828 19.5% 0.144 3.4% 46% False False 61,103
100 5.468 3.853 1.615 38.1% 0.137 3.2% 24% False False 52,215
120 5.611 3.853 1.758 41.5% 0.135 3.2% 22% False False 45,957
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 0.041
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.257
2.618 4.870
1.618 4.633
1.000 4.487
0.618 4.396
HIGH 4.250
0.618 4.159
0.500 4.132
0.382 4.104
LOW 4.013
0.618 3.867
1.000 3.776
1.618 3.630
2.618 3.393
4.250 3.006
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 4.202 4.192
PP 4.167 4.146
S1 4.132 4.101

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

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