NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 09-Dec-2010
Day Change Summary
Previous Current
08-Dec-2010 09-Dec-2010 Change Change % Previous Week
Open 4.480 4.650 0.170 3.8% 4.486
High 4.634 4.657 0.023 0.5% 4.510
Low 4.468 4.484 0.016 0.4% 4.248
Close 4.629 4.504 -0.125 -2.7% 4.432
Range 0.166 0.173 0.007 4.2% 0.262
ATR 0.121 0.125 0.004 3.1% 0.000
Volume 2,588 5,582 2,994 115.7% 8,618
Daily Pivots for day following 09-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.067 4.959 4.599
R3 4.894 4.786 4.552
R2 4.721 4.721 4.536
R1 4.613 4.613 4.520 4.581
PP 4.548 4.548 4.548 4.532
S1 4.440 4.440 4.488 4.408
S2 4.375 4.375 4.472
S3 4.202 4.267 4.456
S4 4.029 4.094 4.409
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 4.657 4.370 0.287 6.4% 0.127 2.8% 47% True False 3,225
10 4.657 4.248 0.409 9.1% 0.122 2.7% 63% True False 2,421
20 4.657 4.043 0.614 13.6% 0.124 2.8% 75% True False 2,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.392
2.618 5.110
1.618 4.937
1.000 4.830
0.618 4.764
HIGH 4.657
0.618 4.591
0.500 4.571
0.382 4.550
LOW 4.484
0.618 4.377
1.000 4.311
1.618 4.204
2.618 4.031
4.250 3.749
Fisher Pivots for day following 09-Dec-2010
Pivot 1 day 3 day
R1 4.571 4.554
PP 4.548 4.537
S1 4.526 4.521

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

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