NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 4.450 4.488 0.038 0.9% 4.275
High 4.491 4.560 0.069 1.5% 4.560
Low 4.380 4.461 0.081 1.8% 4.234
Close 4.472 4.541 0.069 1.5% 4.541
Range 0.111 0.099 -0.012 -10.8% 0.326
ATR 0.123 0.121 -0.002 -1.4% 0.000
Volume 1,944 2,987 1,043 53.7% 11,821
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.818 4.778 4.595
R3 4.719 4.679 4.568
R2 4.620 4.620 4.559
R1 4.580 4.580 4.550 4.600
PP 4.521 4.521 4.521 4.531
S1 4.481 4.481 4.532 4.501
S2 4.422 4.422 4.523
S3 4.323 4.382 4.514
S4 4.224 4.283 4.487
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.423 5.308 4.720
R3 5.097 4.982 4.631
R2 4.771 4.771 4.601
R1 4.656 4.656 4.571 4.714
PP 4.445 4.445 4.445 4.474
S1 4.330 4.330 4.511 4.388
S2 4.119 4.119 4.481
S3 3.793 4.004 4.451
S4 3.467 3.678 4.362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.560 4.234 0.326 7.2% 0.106 2.3% 94% True False 2,364
10 4.560 4.147 0.413 9.1% 0.121 2.7% 95% True False 2,864
20 4.657 4.147 0.510 11.2% 0.119 2.6% 77% False False 2,957
40 4.657 4.043 0.614 13.5% 0.119 2.6% 81% False False 2,289
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.981
2.618 4.819
1.618 4.720
1.000 4.659
0.618 4.621
HIGH 4.560
0.618 4.522
0.500 4.511
0.382 4.499
LOW 4.461
0.618 4.400
1.000 4.362
1.618 4.301
2.618 4.202
4.250 4.040
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 4.531 4.515
PP 4.521 4.488
S1 4.511 4.462

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

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