NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 4.530 4.675 0.145 3.2% 4.300
High 4.600 4.746 0.146 3.2% 4.600
Low 4.505 4.658 0.153 3.4% 4.285
Close 4.579 4.731 0.152 3.3% 4.579
Range 0.095 0.088 -0.007 -7.4% 0.315
ATR 0.117 0.121 0.004 3.0% 0.000
Volume 1,084 1,292 208 19.2% 5,526
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.976 4.941 4.779
R3 4.888 4.853 4.755
R2 4.800 4.800 4.747
R1 4.765 4.765 4.739 4.783
PP 4.712 4.712 4.712 4.720
S1 4.677 4.677 4.723 4.695
S2 4.624 4.624 4.715
S3 4.536 4.589 4.707
S4 4.448 4.501 4.683
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.433 5.321 4.752
R3 5.118 5.006 4.666
R2 4.803 4.803 4.637
R1 4.691 4.691 4.608 4.747
PP 4.488 4.488 4.488 4.516
S1 4.376 4.376 4.550 4.432
S2 4.173 4.173 4.521
S3 3.858 4.061 4.492
S4 3.543 3.746 4.406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.746 4.335 0.411 8.7% 0.106 2.2% 96% True False 1,135
10 4.746 4.242 0.504 10.7% 0.113 2.4% 97% True False 1,652
20 4.746 4.194 0.552 11.7% 0.115 2.4% 97% True False 2,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.120
2.618 4.976
1.618 4.888
1.000 4.834
0.618 4.800
HIGH 4.746
0.618 4.712
0.500 4.702
0.382 4.692
LOW 4.658
0.618 4.604
1.000 4.570
1.618 4.516
2.618 4.428
4.250 4.284
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 4.721 4.682
PP 4.712 4.633
S1 4.702 4.584

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

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