NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 4.240 4.264 0.024 0.6% 4.610
High 4.330 4.461 0.131 3.0% 4.631
Low 4.194 4.264 0.070 1.7% 4.194
Close 4.302 4.447 0.145 3.4% 4.302
Range 0.136 0.197 0.061 44.9% 0.437
ATR 0.119 0.124 0.006 4.7% 0.000
Volume 2,889 1,758 -1,131 -39.1% 10,096
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.982 4.911 4.555
R3 4.785 4.714 4.501
R2 4.588 4.588 4.483
R1 4.517 4.517 4.465 4.553
PP 4.391 4.391 4.391 4.408
S1 4.320 4.320 4.429 4.356
S2 4.194 4.194 4.411
S3 3.997 4.123 4.393
S4 3.800 3.926 4.339
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 4.528 4.194 0.334 7.5% 0.122 2.8% 76% False False 2,120
10 4.679 4.194 0.485 10.9% 0.129 2.9% 52% False False 2,454
20 4.679 4.194 0.485 10.9% 0.114 2.6% 52% False False 1,960
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 0.025
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.298
2.618 4.977
1.618 4.780
1.000 4.658
0.618 4.583
HIGH 4.461
0.618 4.386
0.500 4.363
0.382 4.339
LOW 4.264
0.618 4.142
1.000 4.067
1.618 3.945
2.618 3.748
4.250 3.427
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 4.419 4.407
PP 4.391 4.367
S1 4.363 4.328

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

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