NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 4.481 4.343 -0.138 -3.1% 4.495
High 4.485 4.382 -0.103 -2.3% 4.657
Low 4.374 4.326 -0.048 -1.1% 4.437
Close 4.374 4.352 -0.022 -0.5% 4.497
Range 0.111 0.056 -0.055 -49.5% 0.220
ATR 0.126 0.121 -0.005 -4.0% 0.000
Volume 2,952 2,656 -296 -10.0% 17,259
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.521 4.493 4.383
R3 4.465 4.437 4.367
R2 4.409 4.409 4.362
R1 4.381 4.381 4.357 4.395
PP 4.353 4.353 4.353 4.361
S1 4.325 4.325 4.347 4.339
S2 4.297 4.297 4.342
S3 4.241 4.269 4.337
S4 4.185 4.213 4.321
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 4.326 0.331 7.6% 0.119 2.7% 8% False True 3,361
10 4.657 4.289 0.368 8.5% 0.118 2.7% 17% False False 2,903
20 4.657 4.100 0.557 12.8% 0.122 2.8% 45% False False 2,355
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.620
2.618 4.529
1.618 4.473
1.000 4.438
0.618 4.417
HIGH 4.382
0.618 4.361
0.500 4.354
0.382 4.347
LOW 4.326
0.618 4.291
1.000 4.270
1.618 4.235
2.618 4.179
4.250 4.088
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 4.354 4.462
PP 4.353 4.425
S1 4.353 4.389

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

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