NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 08-Dec-2010
Day Change Summary
Previous Current
07-Dec-2010 08-Dec-2010 Change Change % Previous Week
Open 4.582 4.570 -0.012 -0.3% 4.539
High 4.609 4.667 0.058 1.3% 4.556
Low 4.492 4.507 0.015 0.3% 4.287
Close 4.509 4.663 0.154 3.4% 4.472
Range 0.117 0.160 0.043 36.8% 0.269
ATR 0.113 0.116 0.003 3.0% 0.000
Volume 3,123 2,027 -1,096 -35.1% 6,479
Daily Pivots for day following 08-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.092 5.038 4.751
R3 4.932 4.878 4.707
R2 4.772 4.772 4.692
R1 4.718 4.718 4.678 4.745
PP 4.612 4.612 4.612 4.626
S1 4.558 4.558 4.648 4.585
S2 4.452 4.452 4.634
S3 4.292 4.398 4.619
S4 4.132 4.238 4.575
Weekly Pivots for week ending 03-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.245 5.128 4.620
R3 4.976 4.859 4.546
R2 4.707 4.707 4.521
R1 4.590 4.590 4.497 4.514
PP 4.438 4.438 4.438 4.401
S1 4.321 4.321 4.447 4.245
S2 4.169 4.169 4.423
S3 3.900 4.052 4.398
S4 3.631 3.783 4.324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.667 4.337 0.330 7.1% 0.104 2.2% 99% True False 1,895
10 4.667 4.287 0.380 8.1% 0.108 2.3% 99% True False 1,679
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 0.024
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.347
2.618 5.086
1.618 4.926
1.000 4.827
0.618 4.766
HIGH 4.667
0.618 4.606
0.500 4.587
0.382 4.568
LOW 4.507
0.618 4.408
1.000 4.347
1.618 4.248
2.618 4.088
4.250 3.827
Fisher Pivots for day following 08-Dec-2010
Pivot 1 day 3 day
R1 4.638 4.635
PP 4.612 4.607
S1 4.587 4.580

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

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