NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 4.528 4.380 -0.148 -3.3% 4.555
High 4.528 4.421 -0.107 -2.4% 4.679
Low 4.417 4.366 -0.051 -1.2% 4.473
Close 4.414 4.394 -0.020 -0.5% 4.533
Range 0.111 0.055 -0.056 -50.5% 0.206
ATR 0.120 0.115 -0.005 -3.9% 0.000
Volume 2,918 1,568 -1,350 -46.3% 13,653
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.559 4.531 4.424
R3 4.504 4.476 4.409
R2 4.449 4.449 4.404
R1 4.421 4.421 4.399 4.435
PP 4.394 4.394 4.394 4.401
S1 4.366 4.366 4.389 4.380
S2 4.339 4.339 4.384
S3 4.284 4.311 4.379
S4 4.229 4.256 4.364
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.180 5.062 4.646
R3 4.974 4.856 4.590
R2 4.768 4.768 4.571
R1 4.650 4.650 4.552 4.606
PP 4.562 4.562 4.562 4.540
S1 4.444 4.444 4.514 4.400
S2 4.356 4.356 4.495
S3 4.150 4.238 4.476
S4 3.944 4.032 4.420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.679 4.366 0.313 7.1% 0.113 2.6% 9% False True 2,655
10 4.679 4.337 0.342 7.8% 0.108 2.5% 17% False False 2,275
20 4.679 4.140 0.539 12.3% 0.114 2.6% 47% False False 1,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.655
2.618 4.565
1.618 4.510
1.000 4.476
0.618 4.455
HIGH 4.421
0.618 4.400
0.500 4.394
0.382 4.387
LOW 4.366
0.618 4.332
1.000 4.311
1.618 4.277
2.618 4.222
4.250 4.132
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 4.394 4.499
PP 4.394 4.464
S1 4.394 4.429

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

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