NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 14-Dec-2010
Day Change Summary
Previous Current
13-Dec-2010 14-Dec-2010 Change Change % Previous Week
Open 4.595 4.481 -0.114 -2.5% 4.495
High 4.598 4.485 -0.113 -2.5% 4.657
Low 4.425 4.374 -0.051 -1.2% 4.437
Close 4.506 4.374 -0.132 -2.9% 4.497
Range 0.173 0.111 -0.062 -35.8% 0.220
ATR 0.126 0.126 0.000 0.4% 0.000
Volume 1,770 2,952 1,182 66.8% 17,259
Daily Pivots for day following 14-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.744 4.670 4.435
R3 4.633 4.559 4.405
R2 4.522 4.522 4.394
R1 4.448 4.448 4.384 4.430
PP 4.411 4.411 4.411 4.402
S1 4.337 4.337 4.364 4.319
S2 4.300 4.300 4.354
S3 4.189 4.226 4.343
S4 4.078 4.115 4.313
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 4.374 0.283 6.5% 0.141 3.2% 0% False True 3,347
10 4.657 4.278 0.379 8.7% 0.121 2.8% 25% False False 2,846
20 4.657 4.100 0.557 12.7% 0.123 2.8% 49% False False 2,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.957
2.618 4.776
1.618 4.665
1.000 4.596
0.618 4.554
HIGH 4.485
0.618 4.443
0.500 4.430
0.382 4.416
LOW 4.374
0.618 4.305
1.000 4.263
1.618 4.194
2.618 4.083
4.250 3.902
Fisher Pivots for day following 14-Dec-2010
Pivot 1 day 3 day
R1 4.430 4.486
PP 4.411 4.449
S1 4.393 4.411

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

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