NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 4.332 4.300 -0.032 -0.7% 4.264
High 4.372 4.365 -0.007 -0.2% 4.461
Low 4.314 4.285 -0.029 -0.7% 4.242
Close 4.357 4.363 0.006 0.1% 4.357
Range 0.058 0.080 0.022 37.9% 0.219
ATR 0.123 0.120 -0.003 -2.5% 0.000
Volume 1,505 1,142 -363 -24.1% 9,709
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.578 4.550 4.407
R3 4.498 4.470 4.385
R2 4.418 4.418 4.378
R1 4.390 4.390 4.370 4.404
PP 4.338 4.338 4.338 4.345
S1 4.310 4.310 4.356 4.324
S2 4.258 4.258 4.348
S3 4.178 4.230 4.341
S4 4.098 4.150 4.319
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.010 4.903 4.477
R3 4.791 4.684 4.417
R2 4.572 4.572 4.397
R1 4.465 4.465 4.377 4.519
PP 4.353 4.353 4.353 4.380
S1 4.246 4.246 4.337 4.300
S2 4.134 4.134 4.317
S3 3.915 4.027 4.297
S4 3.696 3.808 4.237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.461 4.242 0.219 5.0% 0.120 2.7% 55% False False 2,170
10 4.631 4.194 0.437 10.0% 0.117 2.7% 39% False False 2,094
20 4.679 4.194 0.485 11.1% 0.117 2.7% 35% False False 2,053
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.705
2.618 4.574
1.618 4.494
1.000 4.445
0.618 4.414
HIGH 4.365
0.618 4.334
0.500 4.325
0.382 4.316
LOW 4.285
0.618 4.236
1.000 4.205
1.618 4.156
2.618 4.076
4.250 3.945
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 4.350 4.347
PP 4.338 4.331
S1 4.325 4.315

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

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