NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 4.221 4.375 0.154 3.6% 4.595
High 4.421 4.388 -0.033 -0.7% 4.598
Low 4.220 4.266 0.046 1.1% 4.147
Close 4.406 4.268 -0.138 -3.1% 4.258
Range 0.201 0.122 -0.079 -39.3% 0.451
ATR 0.130 0.131 0.001 0.5% 0.000
Volume 3,920 3,173 -747 -19.1% 14,130
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.673 4.593 4.335
R3 4.551 4.471 4.302
R2 4.429 4.429 4.290
R1 4.349 4.349 4.279 4.328
PP 4.307 4.307 4.307 4.297
S1 4.227 4.227 4.257 4.206
S2 4.185 4.185 4.246
S3 4.063 4.105 4.234
S4 3.941 3.983 4.201
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.687 5.424 4.506
R3 5.236 4.973 4.382
R2 4.785 4.785 4.341
R1 4.522 4.522 4.299 4.428
PP 4.334 4.334 4.334 4.288
S1 4.071 4.071 4.217 3.977
S2 3.883 3.883 4.175
S3 3.432 3.620 4.134
S4 2.981 3.169 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 4.147 0.274 6.4% 0.128 3.0% 44% False False 3,300
10 4.657 4.147 0.510 11.9% 0.135 3.2% 24% False False 3,323
20 4.657 4.147 0.510 11.9% 0.123 2.9% 24% False False 2,647
40 4.657 4.043 0.614 14.4% 0.123 2.9% 37% False False 2,112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.907
2.618 4.707
1.618 4.585
1.000 4.510
0.618 4.463
HIGH 4.388
0.618 4.341
0.500 4.327
0.382 4.313
LOW 4.266
0.618 4.191
1.000 4.144
1.618 4.069
2.618 3.947
4.250 3.748
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 4.327 4.284
PP 4.307 4.279
S1 4.288 4.273

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

View Archives - Comment on this page... - Back to Index of Symbols