NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 4.222 4.035 -0.187 -4.4% 4.426
High 4.231 4.132 -0.099 -2.3% 4.487
Low 4.041 3.980 -0.061 -1.5% 3.980
Close 4.071 4.094 0.023 0.6% 4.094
Range 0.190 0.152 -0.038 -20.0% 0.507
ATR 0.145 0.145 0.001 0.4% 0.000
Volume 22,923 28,684 5,761 25.1% 123,430
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.525 4.461 4.178
R3 4.373 4.309 4.136
R2 4.221 4.221 4.122
R1 4.157 4.157 4.108 4.189
PP 4.069 4.069 4.069 4.085
S1 4.005 4.005 4.080 4.037
S2 3.917 3.917 4.066
S3 3.765 3.853 4.052
S4 3.613 3.701 4.010
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 4.487 3.980 0.507 12.4% 0.150 3.7% 22% False True 24,686
10 4.557 3.980 0.577 14.1% 0.154 3.7% 20% False True 28,887
20 4.557 3.980 0.577 14.1% 0.147 3.6% 20% False True 24,273
40 4.557 3.848 0.709 17.3% 0.144 3.5% 35% False False 20,064
60 4.557 3.848 0.709 17.3% 0.123 3.0% 35% False False 16,432
80 4.557 3.848 0.709 17.3% 0.117 2.8% 35% False False 14,088
100 5.116 3.848 1.268 31.0% 0.111 2.7% 19% False False 12,319
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 True
Bull Hook False
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.778
2.618 4.530
1.618 4.378
1.000 4.284
0.618 4.226
HIGH 4.132
0.618 4.074
0.500 4.056
0.382 4.038
LOW 3.980
0.618 3.886
1.000 3.828
1.618 3.734
2.618 3.582
4.250 3.334
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 4.081 4.116
PP 4.069 4.109
S1 4.056 4.101

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

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