NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 07-Dec-2010
Day Change Summary
Previous Current
06-Dec-2010 07-Dec-2010 Change Change % Previous Week
Open 4.495 4.539 0.044 1.0% 4.486
High 4.549 4.585 0.036 0.8% 4.510
Low 4.456 4.450 -0.006 -0.1% 4.248
Close 4.524 4.471 -0.053 -1.2% 4.432
Range 0.093 0.135 0.042 45.2% 0.262
ATR 0.116 0.118 0.001 1.1% 0.000
Volume 1,833 3,410 1,577 86.0% 8,618
Daily Pivots for day following 07-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.907 4.824 4.545
R3 4.772 4.689 4.508
R2 4.637 4.637 4.496
R1 4.554 4.554 4.483 4.528
PP 4.502 4.502 4.502 4.489
S1 4.419 4.419 4.459 4.393
S2 4.367 4.367 4.446
S3 4.232 4.284 4.434
S4 4.097 4.149 4.397
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 4.585 4.278 0.307 6.9% 0.101 2.3% 63% True False 2,345
10 4.585 4.248 0.337 7.5% 0.111 2.5% 66% True False 1,971
20 4.585 4.043 0.542 12.1% 0.119 2.7% 79% True False 1,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.159
2.618 4.938
1.618 4.803
1.000 4.720
0.618 4.668
HIGH 4.585
0.618 4.533
0.500 4.518
0.382 4.502
LOW 4.450
0.618 4.367
1.000 4.315
1.618 4.232
2.618 4.097
4.250 3.876
Fisher Pivots for day following 07-Dec-2010
Pivot 1 day 3 day
R1 4.518 4.478
PP 4.502 4.475
S1 4.487 4.473

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

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