NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 4.681 4.631 -0.050 -1.1% 4.300
High 4.681 4.681 0.000 0.0% 4.600
Low 4.558 4.491 -0.067 -1.5% 4.285
Close 4.572 4.545 -0.027 -0.6% 4.579
Range 0.123 0.190 0.067 54.5% 0.315
ATR 0.126 0.130 0.005 3.7% 0.000
Volume 4,255 2,201 -2,054 -48.3% 5,526
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.142 5.034 4.650
R3 4.952 4.844 4.597
R2 4.762 4.762 4.580
R1 4.654 4.654 4.562 4.613
PP 4.572 4.572 4.572 4.552
S1 4.464 4.464 4.528 4.423
S2 4.382 4.382 4.510
S3 4.192 4.274 4.493
S4 4.002 4.084 4.441
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 4.775 4.491 0.284 6.2% 0.124 2.7% 19% False True 2,221
10 4.775 4.285 0.490 10.8% 0.111 2.4% 53% False False 1,705
20 4.775 4.194 0.581 12.8% 0.119 2.6% 60% False False 2,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.489
2.618 5.178
1.618 4.988
1.000 4.871
0.618 4.798
HIGH 4.681
0.618 4.608
0.500 4.586
0.382 4.564
LOW 4.491
0.618 4.374
1.000 4.301
1.618 4.184
2.618 3.994
4.250 3.684
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 4.586 4.633
PP 4.572 4.604
S1 4.559 4.574

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

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