NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 4.280 4.355 0.075 1.8% 4.599
High 4.400 4.384 -0.016 -0.4% 4.646
Low 4.250 4.320 0.070 1.6% 4.209
Close 4.399 4.368 -0.031 -0.7% 4.317
Range 0.150 0.064 -0.086 -57.3% 0.437
ATR
Volume 1,310 1,079 -231 -17.6% 8,390
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.549 4.523 4.403
R3 4.485 4.459 4.386
R2 4.421 4.421 4.380
R1 4.395 4.395 4.374 4.408
PP 4.357 4.357 4.357 4.364
S1 4.331 4.331 4.362 4.344
S2 4.293 4.293 4.356
S3 4.229 4.267 4.350
S4 4.165 4.203 4.333
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.702 5.446 4.557
R3 5.265 5.009 4.437
R2 4.828 4.828 4.397
R1 4.572 4.572 4.357 4.482
PP 4.391 4.391 4.391 4.345
S1 4.135 4.135 4.277 4.045
S2 3.954 3.954 4.237
S3 3.517 3.698 4.197
S4 3.080 3.261 4.077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.473 4.209 0.264 6.0% 0.133 3.0% 60% False False 2,018
10 4.646 4.209 0.437 10.0% 0.118 2.7% 36% False False 1,901
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.656
2.618 4.552
1.618 4.488
1.000 4.448
0.618 4.424
HIGH 4.384
0.618 4.360
0.500 4.352
0.382 4.344
LOW 4.320
0.618 4.280
1.000 4.256
1.618 4.216
2.618 4.152
4.250 4.048
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 4.363 4.361
PP 4.357 4.354
S1 4.352 4.347

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

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