NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 03-Dec-2010
Day Change Summary
Previous Current
02-Dec-2010 03-Dec-2010 Change Change % Previous Week
Open 4.360 4.388 0.028 0.6% 4.486
High 4.411 4.440 0.029 0.7% 4.510
Low 4.289 4.370 0.081 1.9% 4.248
Close 4.411 4.432 0.021 0.5% 4.432
Range 0.122 0.070 -0.052 -42.6% 0.262
ATR 0.120 0.116 -0.004 -3.0% 0.000
Volume 1,679 2,716 1,037 61.8% 8,618
Daily Pivots for day following 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.624 4.598 4.471
R3 4.554 4.528 4.451
R2 4.484 4.484 4.445
R1 4.458 4.458 4.438 4.471
PP 4.414 4.414 4.414 4.421
S1 4.388 4.388 4.426 4.401
S2 4.344 4.344 4.419
S3 4.274 4.318 4.413
S4 4.204 4.248 4.394
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.183 5.069 4.576
R3 4.921 4.807 4.504
R2 4.659 4.659 4.480
R1 4.545 4.545 4.456 4.471
PP 4.397 4.397 4.397 4.360
S1 4.283 4.283 4.408 4.209
S2 4.135 4.135 4.384
S3 3.873 4.021 4.360
S4 3.611 3.759 4.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.510 4.248 0.262 5.9% 0.120 2.7% 70% False False 1,723
10 4.515 4.248 0.267 6.0% 0.113 2.5% 69% False False 1,843
20 4.515 4.043 0.472 10.6% 0.115 2.6% 82% False False 1,706
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.738
2.618 4.623
1.618 4.553
1.000 4.510
0.618 4.483
HIGH 4.440
0.618 4.413
0.500 4.405
0.382 4.397
LOW 4.370
0.618 4.327
1.000 4.300
1.618 4.257
2.618 4.187
4.250 4.073
Fisher Pivots for day following 03-Dec-2010
Pivot 1 day 3 day
R1 4.423 4.408
PP 4.414 4.383
S1 4.405 4.359

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

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