NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 4.352 4.360 0.008 0.2% 4.406
High 4.364 4.411 0.047 1.1% 4.515
Low 4.278 4.289 0.011 0.3% 4.358
Close 4.340 4.411 0.071 1.6% 4.456
Range 0.086 0.122 0.036 41.9% 0.157
ATR 0.120 0.120 0.000 0.1% 0.000
Volume 2,091 1,679 -412 -19.7% 7,940
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.736 4.696 4.478
R3 4.614 4.574 4.445
R2 4.492 4.492 4.433
R1 4.452 4.452 4.422 4.472
PP 4.370 4.370 4.370 4.381
S1 4.330 4.330 4.400 4.350
S2 4.248 4.248 4.389
S3 4.126 4.208 4.377
S4 4.004 4.086 4.344
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.914 4.842 4.542
R3 4.757 4.685 4.499
R2 4.600 4.600 4.485
R1 4.528 4.528 4.470 4.564
PP 4.443 4.443 4.443 4.461
S1 4.371 4.371 4.442 4.407
S2 4.286 4.286 4.427
S3 4.129 4.214 4.413
S4 3.972 4.057 4.370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.510 4.248 0.262 5.9% 0.117 2.7% 62% False False 1,617
10 4.515 4.186 0.329 7.5% 0.117 2.7% 68% False False 1,782
20 4.515 4.043 0.472 10.7% 0.118 2.7% 78% False False 1,621
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.930
2.618 4.730
1.618 4.608
1.000 4.533
0.618 4.486
HIGH 4.411
0.618 4.364
0.500 4.350
0.382 4.336
LOW 4.289
0.618 4.214
1.000 4.167
1.618 4.092
2.618 3.970
4.250 3.771
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 4.391 4.384
PP 4.370 4.357
S1 4.350 4.330

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

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