NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 4.415 4.281 -0.134 -3.0% 4.610
High 4.426 4.387 -0.039 -0.9% 4.631
Low 4.308 4.242 -0.066 -1.5% 4.194
Close 4.311 4.388 0.077 1.8% 4.302
Range 0.118 0.145 0.027 22.9% 0.437
ATR 0.125 0.127 0.001 1.1% 0.000
Volume 4,299 2,147 -2,152 -50.1% 10,096
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.774 4.726 4.468
R3 4.629 4.581 4.428
R2 4.484 4.484 4.415
R1 4.436 4.436 4.401 4.460
PP 4.339 4.339 4.339 4.351
S1 4.291 4.291 4.375 4.315
S2 4.194 4.194 4.361
S3 4.049 4.146 4.348
S4 3.904 4.001 4.308
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 6.1% 0.142 3.2% 73% False False 2,512
10 4.679 4.194 0.485 11.1% 0.127 2.9% 40% False False 2,584
20 4.679 4.194 0.485 11.1% 0.118 2.7% 40% False False 2,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.003
2.618 4.767
1.618 4.622
1.000 4.532
0.618 4.477
HIGH 4.387
0.618 4.332
0.500 4.315
0.382 4.297
LOW 4.242
0.618 4.152
1.000 4.097
1.618 4.007
2.618 3.862
4.250 3.626
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 4.364 4.376
PP 4.339 4.364
S1 4.315 4.352

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

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