NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 10-Dec-2010
Day Change Summary
Previous Current
09-Dec-2010 10-Dec-2010 Change Change % Previous Week
Open 4.650 4.480 -0.170 -3.7% 4.495
High 4.657 4.521 -0.136 -2.9% 4.657
Low 4.484 4.437 -0.047 -1.0% 4.437
Close 4.504 4.497 -0.007 -0.2% 4.497
Range 0.173 0.084 -0.089 -51.4% 0.220
ATR 0.125 0.122 -0.003 -2.3% 0.000
Volume 5,582 3,846 -1,736 -31.1% 17,259
Daily Pivots for day following 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.737 4.701 4.543
R3 4.653 4.617 4.520
R2 4.569 4.569 4.512
R1 4.533 4.533 4.505 4.551
PP 4.485 4.485 4.485 4.494
S1 4.449 4.449 4.489 4.467
S2 4.401 4.401 4.482
S3 4.317 4.365 4.474
S4 4.233 4.281 4.451
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.190 5.064 4.618
R3 4.970 4.844 4.558
R2 4.750 4.750 4.537
R1 4.624 4.624 4.517 4.687
PP 4.530 4.530 4.530 4.562
S1 4.404 4.404 4.477 4.467
S2 4.310 4.310 4.457
S3 4.090 4.184 4.437
S4 3.870 3.964 4.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.657 4.437 0.220 4.9% 0.130 2.9% 27% False True 3,451
10 4.657 4.248 0.409 9.1% 0.125 2.8% 61% False False 2,587
20 4.657 4.043 0.614 13.7% 0.121 2.7% 74% False False 2,223
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 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.878
2.618 4.741
1.618 4.657
1.000 4.605
0.618 4.573
HIGH 4.521
0.618 4.489
0.500 4.479
0.382 4.469
LOW 4.437
0.618 4.385
1.000 4.353
1.618 4.301
2.618 4.217
4.250 4.080
Fisher Pivots for day following 10-Dec-2010
Pivot 1 day 3 day
R1 4.491 4.547
PP 4.485 4.530
S1 4.479 4.514

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

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