NYMEX Natural Gas Future March 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 4.265 4.119 -0.146 -3.4% 4.458
High 4.265 4.199 -0.066 -1.5% 4.528
Low 4.092 4.028 -0.064 -1.6% 3.980
Close 4.096 4.196 0.100 2.4% 4.100
Range 0.173 0.171 -0.002 -1.2% 0.548
ATR 0.161 0.162 0.001 0.4% 0.000
Volume 32,185 22,880 -9,305 -28.9% 230,353
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.654 4.596 4.290
R3 4.483 4.425 4.243
R2 4.312 4.312 4.227
R1 4.254 4.254 4.212 4.283
PP 4.141 4.141 4.141 4.156
S1 4.083 4.083 4.180 4.112
S2 3.970 3.970 4.165
S3 3.799 3.912 4.149
S4 3.628 3.741 4.102
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.847 5.521 4.401
R3 5.299 4.973 4.251
R2 4.751 4.751 4.200
R1 4.425 4.425 4.150 4.314
PP 4.203 4.203 4.203 4.147
S1 3.877 3.877 4.050 3.766
S2 3.655 3.655 4.000
S3 3.107 3.329 3.949
S4 2.559 2.781 3.799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.275 3.980 0.295 7.0% 0.188 4.5% 73% False False 32,111
10 4.601 3.980 0.621 14.8% 0.171 4.1% 35% False False 49,539
20 4.601 3.980 0.621 14.8% 0.163 3.9% 35% False False 39,667
40 4.601 3.890 0.711 16.9% 0.158 3.8% 43% False False 30,377
60 4.601 3.854 0.747 17.8% 0.137 3.3% 46% False False 24,213
80 4.613 3.854 0.759 18.1% 0.129 3.1% 45% False False 20,410
100 5.229 3.854 1.375 32.8% 0.122 2.9% 25% False False 17,421
120 5.458 3.854 1.604 38.2% 0.119 2.8% 21% False False 15,276
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.926
2.618 4.647
1.618 4.476
1.000 4.370
0.618 4.305
HIGH 4.199
0.618 4.134
0.500 4.114
0.382 4.093
LOW 4.028
0.618 3.922
1.000 3.857
1.618 3.751
2.618 3.580
4.250 3.301
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 4.169 4.181
PP 4.141 4.166
S1 4.114 4.152

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

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