NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 4.623 4.496 -0.127 -2.7% 4.555
High 4.679 4.554 -0.125 -2.7% 4.679
Low 4.522 4.473 -0.049 -1.1% 4.473
Close 4.542 4.533 -0.009 -0.2% 4.533
Range 0.157 0.081 -0.076 -48.4% 0.206
ATR 0.119 0.116 -0.003 -2.3% 0.000
Volume 3,445 4,095 650 18.9% 13,653
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.763 4.729 4.578
R3 4.682 4.648 4.555
R2 4.601 4.601 4.548
R1 4.567 4.567 4.540 4.584
PP 4.520 4.520 4.520 4.529
S1 4.486 4.486 4.526 4.503
S2 4.439 4.439 4.518
S3 4.358 4.405 4.511
S4 4.277 4.324 4.488
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.180 5.062 4.646
R3 4.974 4.856 4.590
R2 4.768 4.768 4.571
R1 4.650 4.650 4.552 4.606
PP 4.562 4.562 4.562 4.540
S1 4.444 4.444 4.514 4.400
S2 4.356 4.356 4.495
S3 4.150 4.238 4.476
S4 3.944 4.032 4.420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.679 4.473 0.206 4.5% 0.119 2.6% 29% False True 2,730
10 4.679 4.287 0.392 8.6% 0.116 2.6% 63% False False 2,013
20 4.679 4.095 0.584 12.9% 0.113 2.5% 75% False False 1,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 4.898
2.618 4.766
1.618 4.685
1.000 4.635
0.618 4.604
HIGH 4.554
0.618 4.523
0.500 4.514
0.382 4.504
LOW 4.473
0.618 4.423
1.000 4.392
1.618 4.342
2.618 4.261
4.250 4.129
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 4.527 4.576
PP 4.520 4.562
S1 4.514 4.547

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

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