NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 4.262 4.306 0.044 1.0% 4.076
High 4.310 4.359 0.049 1.1% 4.265
Low 4.207 4.238 0.031 0.7% 4.029
Close 4.290 4.337 0.047 1.1% 4.152
Range 0.103 0.121 0.018 17.5% 0.236
ATR 0.145 0.143 -0.002 -1.2% 0.000
Volume 14,409 14,837 428 3.0% 77,748
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.674 4.627 4.404
R3 4.553 4.506 4.370
R2 4.432 4.432 4.359
R1 4.385 4.385 4.348 4.409
PP 4.311 4.311 4.311 4.323
S1 4.264 4.264 4.326 4.288
S2 4.190 4.190 4.315
S3 4.069 4.143 4.304
S4 3.948 4.022 4.270
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.857 4.740 4.282
R3 4.621 4.504 4.217
R2 4.385 4.385 4.195
R1 4.268 4.268 4.174 4.327
PP 4.149 4.149 4.149 4.178
S1 4.032 4.032 4.130 4.091
S2 3.913 3.913 4.109
S3 3.677 3.796 4.087
S4 3.441 3.560 4.022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.359 4.070 0.289 6.7% 0.122 2.8% 92% True False 13,453
10 4.359 3.980 0.379 8.7% 0.151 3.5% 94% True False 17,866
20 4.557 3.980 0.577 13.3% 0.147 3.4% 62% False False 23,514
40 4.557 3.879 0.678 15.6% 0.144 3.3% 68% False False 20,380
60 4.557 3.848 0.709 16.3% 0.132 3.1% 69% False False 17,464
80 4.557 3.848 0.709 16.3% 0.122 2.8% 69% False False 14,999
100 4.791 3.848 0.943 21.7% 0.114 2.6% 52% False False 13,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.873
2.618 4.676
1.618 4.555
1.000 4.480
0.618 4.434
HIGH 4.359
0.618 4.313
0.500 4.299
0.382 4.284
LOW 4.238
0.618 4.163
1.000 4.117
1.618 4.042
2.618 3.921
4.250 3.724
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 4.324 4.307
PP 4.311 4.276
S1 4.299 4.246

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

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