NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 13-Dec-2010
Day Change Summary
Previous Current
10-Dec-2010 13-Dec-2010 Change Change % Previous Week
Open 4.480 4.595 0.115 2.6% 4.495
High 4.521 4.598 0.077 1.7% 4.657
Low 4.437 4.425 -0.012 -0.3% 4.437
Close 4.497 4.506 0.009 0.2% 4.497
Range 0.084 0.173 0.089 106.0% 0.220
ATR 0.122 0.126 0.004 3.0% 0.000
Volume 3,846 1,770 -2,076 -54.0% 17,259
Daily Pivots for day following 13-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.029 4.940 4.601
R3 4.856 4.767 4.554
R2 4.683 4.683 4.538
R1 4.594 4.594 4.522 4.552
PP 4.510 4.510 4.510 4.489
S1 4.421 4.421 4.490 4.379
S2 4.337 4.337 4.474
S3 4.164 4.248 4.458
S4 3.991 4.075 4.411
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.190 5.064 4.618
R3 4.970 4.844 4.558
R2 4.750 4.750 4.537
R1 4.624 4.624 4.517 4.687
PP 4.530 4.530 4.530 4.562
S1 4.404 4.404 4.477 4.467
S2 4.310 4.310 4.457
S3 4.090 4.184 4.437
S4 3.870 3.964 4.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.657 4.425 0.232 5.1% 0.146 3.2% 35% False True 3,439
10 4.657 4.248 0.409 9.1% 0.119 2.6% 63% False False 2,725
20 4.657 4.043 0.614 13.6% 0.124 2.7% 75% False False 2,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.333
2.618 5.051
1.618 4.878
1.000 4.771
0.618 4.705
HIGH 4.598
0.618 4.532
0.500 4.512
0.382 4.491
LOW 4.425
0.618 4.318
1.000 4.252
1.618 4.145
2.618 3.972
4.250 3.690
Fisher Pivots for day following 13-Dec-2010
Pivot 1 day 3 day
R1 4.512 4.541
PP 4.510 4.529
S1 4.508 4.518

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

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