NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 4.448 4.530 0.082 1.8% 4.264
High 4.490 4.532 0.042 0.9% 4.461
Low 4.400 4.421 0.021 0.5% 4.242
Close 4.472 4.511 0.039 0.9% 4.357
Range 0.090 0.111 0.021 23.3% 0.219
ATR 0.120 0.119 -0.001 -0.5% 0.000
Volume 1,937 796 -1,141 -58.9% 9,709
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.821 4.777 4.572
R3 4.710 4.666 4.542
R2 4.599 4.599 4.531
R1 4.555 4.555 4.521 4.522
PP 4.488 4.488 4.488 4.471
S1 4.444 4.444 4.501 4.411
S2 4.377 4.377 4.491
S3 4.266 4.333 4.480
S4 4.155 4.222 4.450
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 4.532 4.285 0.247 5.5% 0.097 2.2% 91% True False 1,189
10 4.532 4.194 0.338 7.5% 0.120 2.7% 94% True False 1,851
20 4.679 4.194 0.485 10.8% 0.114 2.5% 65% False False 2,063
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.004
2.618 4.823
1.618 4.712
1.000 4.643
0.618 4.601
HIGH 4.532
0.618 4.490
0.500 4.477
0.382 4.463
LOW 4.421
0.618 4.352
1.000 4.310
1.618 4.241
2.618 4.130
4.250 3.949
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 4.500 4.485
PP 4.488 4.459
S1 4.477 4.434

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

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