NYMEX Natural Gas Future June 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 4.314 4.196 -0.118 -2.7% 4.506
High 4.317 4.278 -0.039 -0.9% 4.546
Low 4.193 4.126 -0.067 -1.6% 4.078
Close 4.195 4.280 0.085 2.0% 4.188
Range 0.124 0.152 0.028 22.6% 0.468
ATR 0.135 0.137 0.001 0.9% 0.000
Volume 5,791 4,721 -1,070 -18.5% 25,704
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.684 4.634 4.364
R3 4.532 4.482 4.322
R2 4.380 4.380 4.308
R1 4.330 4.330 4.294 4.355
PP 4.228 4.228 4.228 4.241
S1 4.178 4.178 4.266 4.203
S2 4.076 4.076 4.252
S3 3.924 4.026 4.238
S4 3.772 3.874 4.196
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.675 5.399 4.445
R3 5.207 4.931 4.317
R2 4.739 4.739 4.274
R1 4.463 4.463 4.231 4.367
PP 4.271 4.271 4.271 4.223
S1 3.995 3.995 4.145 3.899
S2 3.803 3.803 4.102
S3 3.335 3.527 4.059
S4 2.867 3.059 3.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.352 4.078 0.274 6.4% 0.159 3.7% 74% False False 4,838
10 4.598 4.078 0.520 12.1% 0.144 3.4% 39% False False 5,372
20 4.598 4.078 0.520 12.1% 0.135 3.2% 39% False False 4,428
40 4.598 3.980 0.618 14.4% 0.133 3.1% 49% False False 3,297
60 4.598 3.942 0.656 15.3% 0.114 2.7% 52% False False 2,667
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.924
2.618 4.676
1.618 4.524
1.000 4.430
0.618 4.372
HIGH 4.278
0.618 4.220
0.500 4.202
0.382 4.184
LOW 4.126
0.618 4.032
1.000 3.974
1.618 3.880
2.618 3.728
4.250 3.480
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 4.254 4.266
PP 4.228 4.253
S1 4.202 4.239

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

View Archives - Comment on this page... - Back to Index of Symbols