NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 4.365 4.240 -0.125 -2.9% 4.610
High 4.365 4.330 -0.035 -0.8% 4.631
Low 4.252 4.194 -0.058 -1.4% 4.194
Close 4.269 4.302 0.033 0.8% 4.302
Range 0.113 0.136 0.023 20.4% 0.437
ATR 0.117 0.119 0.001 1.1% 0.000
Volume 1,471 2,889 1,418 96.4% 10,096
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.683 4.629 4.377
R3 4.547 4.493 4.339
R2 4.411 4.411 4.327
R1 4.357 4.357 4.314 4.384
PP 4.275 4.275 4.275 4.289
S1 4.221 4.221 4.290 4.248
S2 4.139 4.139 4.277
S3 4.003 4.085 4.265
S4 3.867 3.949 4.227
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.687 5.431 4.542
R3 5.250 4.994 4.422
R2 4.813 4.813 4.382
R1 4.557 4.557 4.342 4.467
PP 4.376 4.376 4.376 4.330
S1 4.120 4.120 4.262 4.030
S2 3.939 3.939 4.222
S3 3.502 3.683 4.182
S4 3.065 3.246 4.062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.631 4.194 0.437 10.2% 0.115 2.7% 25% False True 2,019
10 4.679 4.194 0.485 11.3% 0.117 2.7% 22% False True 2,374
20 4.679 4.194 0.485 11.3% 0.111 2.6% 22% False True 1,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.908
2.618 4.686
1.618 4.550
1.000 4.466
0.618 4.414
HIGH 4.330
0.618 4.278
0.500 4.262
0.382 4.246
LOW 4.194
0.618 4.110
1.000 4.058
1.618 3.974
2.618 3.838
4.250 3.616
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 4.289 4.308
PP 4.275 4.306
S1 4.262 4.304

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

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