NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 4.264 4.415 0.151 3.5% 4.610
High 4.461 4.426 -0.035 -0.8% 4.631
Low 4.264 4.308 0.044 1.0% 4.194
Close 4.447 4.311 -0.136 -3.1% 4.302
Range 0.197 0.118 -0.079 -40.1% 0.437
ATR 0.124 0.125 0.001 0.9% 0.000
Volume 1,758 4,299 2,541 144.5% 10,096
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.702 4.625 4.376
R3 4.584 4.507 4.343
R2 4.466 4.466 4.333
R1 4.389 4.389 4.322 4.369
PP 4.348 4.348 4.348 4.338
S1 4.271 4.271 4.300 4.251
S2 4.230 4.230 4.289
S3 4.112 4.153 4.279
S4 3.994 4.035 4.246
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 4.461 4.194 0.267 6.2% 0.124 2.9% 44% False False 2,397
10 4.679 4.194 0.485 11.3% 0.129 3.0% 24% False False 2,572
20 4.679 4.194 0.485 11.3% 0.114 2.7% 24% False False 2,109
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.928
2.618 4.735
1.618 4.617
1.000 4.544
0.618 4.499
HIGH 4.426
0.618 4.381
0.500 4.367
0.382 4.353
LOW 4.308
0.618 4.235
1.000 4.190
1.618 4.117
2.618 3.999
4.250 3.807
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 4.367 4.328
PP 4.348 4.322
S1 4.330 4.317

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

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